// Generated by using Rcpp::compileAttributes() -> do not edit by hand // Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393 #include #include using namespace Rcpp; // mWCRPS_backtest arma::mat mWCRPS_backtest(arma::vec vY, arma::mat mTheta, std::string Dist, double dLower, double dUpper, int iB, double dA, double dB); RcppExport SEXP GAS_mWCRPS_backtest(SEXP vYSEXP, SEXP mThetaSEXP, SEXP DistSEXP, SEXP dLowerSEXP, SEXP dUpperSEXP, SEXP iBSEXP, SEXP dASEXP, SEXP dBSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vY(vYSEXP); Rcpp::traits::input_parameter< arma::mat >::type mTheta(mThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< double >::type dLower(dLowerSEXP); Rcpp::traits::input_parameter< double >::type dUpper(dUpperSEXP); Rcpp::traits::input_parameter< int >::type iB(iBSEXP); Rcpp::traits::input_parameter< double >::type dA(dASEXP); Rcpp::traits::input_parameter< double >::type dB(dBSEXP); rcpp_result_gen = Rcpp::wrap(mWCRPS_backtest(vY, mTheta, Dist, dLower, dUpper, iB, dA, dB)); return rcpp_result_gen; END_RCPP } // EvaluateLogScore_Univ arma::vec EvaluateLogScore_Univ(arma::mat mTheta, arma::vec vY, std::string Dist, int iT); RcppExport SEXP GAS_EvaluateLogScore_Univ(SEXP mThetaSEXP, SEXP vYSEXP, SEXP DistSEXP, SEXP iTSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::mat >::type mTheta(mThetaSEXP); Rcpp::traits::input_parameter< arma::vec >::type vY(vYSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iT(iTSEXP); rcpp_result_gen = Rcpp::wrap(EvaluateLogScore_Univ(mTheta, vY, Dist, iT)); return rcpp_result_gen; END_RCPP } // EvaluateLogScore_Multi arma::vec EvaluateLogScore_Multi(arma::mat mTheta, arma::mat mY, std::string Dist, int iT, int iN); RcppExport SEXP GAS_EvaluateLogScore_Multi(SEXP mThetaSEXP, SEXP mYSEXP, SEXP DistSEXP, SEXP iTSEXP, SEXP iNSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::mat >::type mTheta(mThetaSEXP); Rcpp::traits::input_parameter< arma::mat >::type mY(mYSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iT(iTSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); rcpp_result_gen = Rcpp::wrap(EvaluateLogScore_Multi(mTheta, mY, Dist, iT, iN)); return rcpp_result_gen; END_RCPP } // ddist_univ double ddist_univ(double dY, arma::vec vTheta, std::string Dist, bool bLog); RcppExport SEXP GAS_ddist_univ(SEXP dYSEXP, SEXP vThetaSEXP, SEXP DistSEXP, SEXP bLogSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< double >::type dY(dYSEXP); Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< bool >::type bLog(bLogSEXP); rcpp_result_gen = Rcpp::wrap(ddist_univ(dY, vTheta, Dist, bLog)); return rcpp_result_gen; END_RCPP } // ddist_multi double ddist_multi(arma::vec vY, arma::vec vTheta, int iN, std::string Dist, bool bLog); RcppExport SEXP GAS_ddist_multi(SEXP vYSEXP, SEXP vThetaSEXP, SEXP iNSEXP, SEXP DistSEXP, SEXP bLogSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vY(vYSEXP); Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< bool >::type bLog(bLogSEXP); rcpp_result_gen = Rcpp::wrap(ddist_multi(vY, vTheta, iN, Dist, bLog)); return rcpp_result_gen; END_RCPP } // rdist_univ double rdist_univ(arma::vec vTheta, std::string Dist); RcppExport SEXP GAS_rdist_univ(SEXP vThetaSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(rdist_univ(vTheta, Dist)); return rcpp_result_gen; END_RCPP } // rdist_multi arma::vec rdist_multi(arma::vec vTheta, int iN, std::string Dist); RcppExport SEXP GAS_rdist_multi(SEXP vThetaSEXP, SEXP iNSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(rdist_multi(vTheta, iN, Dist)); return rcpp_result_gen; END_RCPP } // pdist_univ double pdist_univ(double dQ, arma::vec vTheta, std::string Dist); RcppExport SEXP GAS_pdist_univ(SEXP dQSEXP, SEXP vThetaSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< double >::type dQ(dQSEXP); Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(pdist_univ(dQ, vTheta, Dist)); return rcpp_result_gen; END_RCPP } // qdist_univ double qdist_univ(double dP, arma::vec vTheta, std::string Dist); RcppExport SEXP GAS_qdist_univ(SEXP dPSEXP, SEXP vThetaSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< double >::type dP(dPSEXP); Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(qdist_univ(dP, vTheta, Dist)); return rcpp_result_gen; END_RCPP } // mdist_univ arma::vec mdist_univ(arma::vec vTheta, std::string Dist); RcppExport SEXP GAS_mdist_univ(SEXP vThetaSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(mdist_univ(vTheta, Dist)); return rcpp_result_gen; END_RCPP } // mdist_multi_mean arma::vec mdist_multi_mean(arma::vec vTheta, std::string Dist, int iN); RcppExport SEXP GAS_mdist_multi_mean(SEXP vThetaSEXP, SEXP DistSEXP, SEXP iNSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); rcpp_result_gen = Rcpp::wrap(mdist_multi_mean(vTheta, Dist, iN)); return rcpp_result_gen; END_RCPP } // mdist_multi_cov arma::mat mdist_multi_cov(arma::vec vTheta, std::string Dist, int iN); RcppExport SEXP GAS_mdist_multi_cov(SEXP vThetaSEXP, SEXP DistSEXP, SEXP iNSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); rcpp_result_gen = Rcpp::wrap(mdist_multi_cov(vTheta, Dist, iN)); return rcpp_result_gen; END_RCPP } // GASFilter_univ List GASFilter_univ(arma::vec vY, arma::vec vKappa, arma::mat mA, arma::mat mB, int iT, int iK, std::string Dist, std::string ScalingType); RcppExport SEXP GAS_GASFilter_univ(SEXP vYSEXP, SEXP vKappaSEXP, SEXP mASEXP, SEXP mBSEXP, SEXP iTSEXP, SEXP iKSEXP, SEXP DistSEXP, SEXP ScalingTypeSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vY(vYSEXP); Rcpp::traits::input_parameter< arma::vec >::type vKappa(vKappaSEXP); Rcpp::traits::input_parameter< arma::mat >::type mA(mASEXP); Rcpp::traits::input_parameter< arma::mat >::type mB(mBSEXP); Rcpp::traits::input_parameter< int >::type iT(iTSEXP); Rcpp::traits::input_parameter< int >::type iK(iKSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< std::string >::type ScalingType(ScalingTypeSEXP); rcpp_result_gen = Rcpp::wrap(GASFilter_univ(vY, vKappa, mA, mB, iT, iK, Dist, ScalingType)); return rcpp_result_gen; END_RCPP } // GASFilter_multi List GASFilter_multi(arma::mat mY, arma::vec vKappa, arma::mat mA, arma::mat mB, int iT, int iN, int iK, std::string Dist, std::string ScalingType); RcppExport SEXP GAS_GASFilter_multi(SEXP mYSEXP, SEXP vKappaSEXP, SEXP mASEXP, SEXP mBSEXP, SEXP iTSEXP, SEXP iNSEXP, SEXP iKSEXP, SEXP DistSEXP, SEXP ScalingTypeSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::mat >::type mY(mYSEXP); Rcpp::traits::input_parameter< arma::vec >::type vKappa(vKappaSEXP); Rcpp::traits::input_parameter< arma::mat >::type mA(mASEXP); Rcpp::traits::input_parameter< arma::mat >::type mB(mBSEXP); Rcpp::traits::input_parameter< int >::type iT(iTSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); Rcpp::traits::input_parameter< int >::type iK(iKSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< std::string >::type ScalingType(ScalingTypeSEXP); rcpp_result_gen = Rcpp::wrap(GASFilter_multi(mY, vKappa, mA, mB, iT, iN, iK, Dist, ScalingType)); return rcpp_result_gen; END_RCPP } // uGASMultiForcast List uGASMultiForcast(arma::vec vTheta_tp1, arma::vec vKappa, arma::mat mA, arma::mat mB, int iH, int iB, int iK, std::string Dist, std::string ScalingType, bool bReturnsDraws); RcppExport SEXP GAS_uGASMultiForcast(SEXP vTheta_tp1SEXP, SEXP vKappaSEXP, SEXP mASEXP, SEXP mBSEXP, SEXP iHSEXP, SEXP iBSEXP, SEXP iKSEXP, SEXP DistSEXP, SEXP ScalingTypeSEXP, SEXP bReturnsDrawsSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta_tp1(vTheta_tp1SEXP); Rcpp::traits::input_parameter< arma::vec >::type vKappa(vKappaSEXP); Rcpp::traits::input_parameter< arma::mat >::type mA(mASEXP); Rcpp::traits::input_parameter< arma::mat >::type mB(mBSEXP); Rcpp::traits::input_parameter< int >::type iH(iHSEXP); Rcpp::traits::input_parameter< int >::type iB(iBSEXP); Rcpp::traits::input_parameter< int >::type iK(iKSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< std::string >::type ScalingType(ScalingTypeSEXP); Rcpp::traits::input_parameter< bool >::type bReturnsDraws(bReturnsDrawsSEXP); rcpp_result_gen = Rcpp::wrap(uGASMultiForcast(vTheta_tp1, vKappa, mA, mB, iH, iB, iK, Dist, ScalingType, bReturnsDraws)); return rcpp_result_gen; END_RCPP } // mGASMultiForcast List mGASMultiForcast(arma::vec vTheta_tp1, arma::vec vKappa, arma::mat mA, arma::mat mB, int iH, int iB, int iK, int iN, std::string Dist, std::string ScalingType, bool bReturnsDraws); RcppExport SEXP GAS_mGASMultiForcast(SEXP vTheta_tp1SEXP, SEXP vKappaSEXP, SEXP mASEXP, SEXP mBSEXP, SEXP iHSEXP, SEXP iBSEXP, SEXP iKSEXP, SEXP iNSEXP, SEXP DistSEXP, SEXP ScalingTypeSEXP, SEXP bReturnsDrawsSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta_tp1(vTheta_tp1SEXP); Rcpp::traits::input_parameter< arma::vec >::type vKappa(vKappaSEXP); Rcpp::traits::input_parameter< arma::mat >::type mA(mASEXP); Rcpp::traits::input_parameter< arma::mat >::type mB(mBSEXP); Rcpp::traits::input_parameter< int >::type iH(iHSEXP); Rcpp::traits::input_parameter< int >::type iB(iBSEXP); Rcpp::traits::input_parameter< int >::type iK(iKSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< std::string >::type ScalingType(ScalingTypeSEXP); Rcpp::traits::input_parameter< bool >::type bReturnsDraws(bReturnsDrawsSEXP); rcpp_result_gen = Rcpp::wrap(mGASMultiForcast(vTheta_tp1, vKappa, mA, mB, iH, iB, iK, iN, Dist, ScalingType, bReturnsDraws)); return rcpp_result_gen; END_RCPP } // IM_univ arma::mat IM_univ(arma::vec vTheta, std::string Dist); RcppExport SEXP GAS_IM_univ(SEXP vThetaSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(IM_univ(vTheta, Dist)); return rcpp_result_gen; END_RCPP } // Map_Vec arma::vec Map_Vec(arma::vec vX, double dL, double dU); RcppExport SEXP GAS_Map_Vec(SEXP vXSEXP, SEXP dLSEXP, SEXP dUSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vX(vXSEXP); Rcpp::traits::input_parameter< double >::type dL(dLSEXP); Rcpp::traits::input_parameter< double >::type dU(dUSEXP); rcpp_result_gen = Rcpp::wrap(Map_Vec(vX, dL, dU)); return rcpp_result_gen; END_RCPP } // unmapVec_C arma::vec unmapVec_C(arma::vec vG, double dL, double dU); RcppExport SEXP GAS_unmapVec_C(SEXP vGSEXP, SEXP dLSEXP, SEXP dUSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vG(vGSEXP); Rcpp::traits::input_parameter< double >::type dL(dLSEXP); Rcpp::traits::input_parameter< double >::type dU(dUSEXP); rcpp_result_gen = Rcpp::wrap(unmapVec_C(vG, dL, dU)); return rcpp_result_gen; END_RCPP } // MapParameters_univ arma::vec MapParameters_univ(arma::vec vTheta_tilde, std::string Dist, int iK); RcppExport SEXP GAS_MapParameters_univ(SEXP vTheta_tildeSEXP, SEXP DistSEXP, SEXP iKSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta_tilde(vTheta_tildeSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iK(iKSEXP); rcpp_result_gen = Rcpp::wrap(MapParameters_univ(vTheta_tilde, Dist, iK)); return rcpp_result_gen; END_RCPP } // UnmapParameters_univ arma::vec UnmapParameters_univ(arma::vec vTheta, std::string Dist, int iK); RcppExport SEXP GAS_UnmapParameters_univ(SEXP vThetaSEXP, SEXP DistSEXP, SEXP iKSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iK(iKSEXP); rcpp_result_gen = Rcpp::wrap(UnmapParameters_univ(vTheta, Dist, iK)); return rcpp_result_gen; END_RCPP } // MapR_C arma::mat MapR_C(arma::vec vPhi, int iN); RcppExport SEXP GAS_MapR_C(SEXP vPhiSEXP, SEXP iNSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vPhi(vPhiSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); rcpp_result_gen = Rcpp::wrap(MapR_C(vPhi, iN)); return rcpp_result_gen; END_RCPP } // UnMapR_C arma::vec UnMapR_C(arma::vec vRho, int iN); RcppExport SEXP GAS_UnMapR_C(SEXP vRhoSEXP, SEXP iNSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vRho(vRhoSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); rcpp_result_gen = Rcpp::wrap(UnMapR_C(vRho, iN)); return rcpp_result_gen; END_RCPP } // MapParameters_multi arma::vec MapParameters_multi(arma::vec vTheta_tilde, std::string Dist, int iN, int iK); RcppExport SEXP GAS_MapParameters_multi(SEXP vTheta_tildeSEXP, SEXP DistSEXP, SEXP iNSEXP, SEXP iKSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta_tilde(vTheta_tildeSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); Rcpp::traits::input_parameter< int >::type iK(iKSEXP); rcpp_result_gen = Rcpp::wrap(MapParameters_multi(vTheta_tilde, Dist, iN, iK)); return rcpp_result_gen; END_RCPP } // UnmapParameters_multi arma::vec UnmapParameters_multi(arma::vec vTheta, std::string Dist, int iN, int iK); RcppExport SEXP GAS_UnmapParameters_multi(SEXP vThetaSEXP, SEXP DistSEXP, SEXP iNSEXP, SEXP iKSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); Rcpp::traits::input_parameter< int >::type iK(iKSEXP); rcpp_result_gen = Rcpp::wrap(UnmapParameters_multi(vTheta, Dist, iN, iK)); return rcpp_result_gen; END_RCPP } // EvalMoments_univ arma::mat EvalMoments_univ(arma::mat mTheta, std::string Dist); RcppExport SEXP GAS_EvalMoments_univ(SEXP mThetaSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::mat >::type mTheta(mThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(EvalMoments_univ(mTheta, Dist)); return rcpp_result_gen; END_RCPP } // EvalMoments_multi List EvalMoments_multi(arma::mat mTheta, std::string Dist, int iN); RcppExport SEXP GAS_EvalMoments_multi(SEXP mThetaSEXP, SEXP DistSEXP, SEXP iNSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::mat >::type mTheta(mThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); rcpp_result_gen = Rcpp::wrap(EvalMoments_multi(mTheta, Dist, iN)); return rcpp_result_gen; END_RCPP } // rmvnorm_mat arma::mat rmvnorm_mat(int iN, arma::vec vMu, arma::mat mSigma); RcppExport SEXP GAS_rmvnorm_mat(SEXP iNSEXP, SEXP vMuSEXP, SEXP mSigmaSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< int >::type iN(iNSEXP); Rcpp::traits::input_parameter< arma::vec >::type vMu(vMuSEXP); Rcpp::traits::input_parameter< arma::mat >::type mSigma(mSigmaSEXP); rcpp_result_gen = Rcpp::wrap(rmvnorm_mat(iN, vMu, mSigma)); return rcpp_result_gen; END_RCPP } // StaticLLK_Univ double StaticLLK_Univ(arma::vec vY, arma::vec vTheta, int iT, std::string Dist); RcppExport SEXP GAS_StaticLLK_Univ(SEXP vYSEXP, SEXP vThetaSEXP, SEXP iTSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vY(vYSEXP); Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< int >::type iT(iTSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(StaticLLK_Univ(vY, vTheta, iT, Dist)); return rcpp_result_gen; END_RCPP } // StaticLLK_Multi double StaticLLK_Multi(arma::mat mY, arma::vec vTheta, int iT, int iN, std::string Dist); RcppExport SEXP GAS_StaticLLK_Multi(SEXP mYSEXP, SEXP vThetaSEXP, SEXP iTSEXP, SEXP iNSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::mat >::type mY(mYSEXP); Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< int >::type iT(iTSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(StaticLLK_Multi(mY, vTheta, iT, iN, Dist)); return rcpp_result_gen; END_RCPP } // EvaluatePit_Univ arma::vec EvaluatePit_Univ(arma::mat mTheta, arma::vec vY, std::string Dist, int iT); RcppExport SEXP GAS_EvaluatePit_Univ(SEXP mThetaSEXP, SEXP vYSEXP, SEXP DistSEXP, SEXP iTSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::mat >::type mTheta(mThetaSEXP); Rcpp::traits::input_parameter< arma::vec >::type vY(vYSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iT(iTSEXP); rcpp_result_gen = Rcpp::wrap(EvaluatePit_Univ(mTheta, vY, Dist, iT)); return rcpp_result_gen; END_RCPP } // Quantiles arma::mat Quantiles(arma::mat mTheta, std::string Dist, arma::vec vProbs); RcppExport SEXP GAS_Quantiles(SEXP mThetaSEXP, SEXP DistSEXP, SEXP vProbsSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::mat >::type mTheta(mThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< arma::vec >::type vProbs(vProbsSEXP); rcpp_result_gen = Rcpp::wrap(Quantiles(mTheta, Dist, vProbs)); return rcpp_result_gen; END_RCPP } // Score_univ arma::vec Score_univ(double dY, arma::vec vTheta, std::string Dist); RcppExport SEXP GAS_Score_univ(SEXP dYSEXP, SEXP vThetaSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< double >::type dY(dYSEXP); Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(Score_univ(dY, vTheta, Dist)); return rcpp_result_gen; END_RCPP } // Score_multi arma::vec Score_multi(arma::vec vY, arma::vec vTheta, int iN, std::string Dist); RcppExport SEXP GAS_Score_multi(SEXP vYSEXP, SEXP vThetaSEXP, SEXP iNSEXP, SEXP DistSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::vec >::type vY(vYSEXP); Rcpp::traits::input_parameter< arma::vec >::type vTheta(vThetaSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); rcpp_result_gen = Rcpp::wrap(Score_multi(vY, vTheta, iN, Dist)); return rcpp_result_gen; END_RCPP } // SimulateGAS_univ List SimulateGAS_univ(int iT, arma::vec vKappa, arma::mat mA, arma::mat mB, std::string Dist, std::string ScalingType); RcppExport SEXP GAS_SimulateGAS_univ(SEXP iTSEXP, SEXP vKappaSEXP, SEXP mASEXP, SEXP mBSEXP, SEXP DistSEXP, SEXP ScalingTypeSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< int >::type iT(iTSEXP); Rcpp::traits::input_parameter< arma::vec >::type vKappa(vKappaSEXP); Rcpp::traits::input_parameter< arma::mat >::type mA(mASEXP); Rcpp::traits::input_parameter< arma::mat >::type mB(mBSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< std::string >::type ScalingType(ScalingTypeSEXP); rcpp_result_gen = Rcpp::wrap(SimulateGAS_univ(iT, vKappa, mA, mB, Dist, ScalingType)); return rcpp_result_gen; END_RCPP } // SimulateGAS_multi List SimulateGAS_multi(int iT, int iN, arma::vec vKappa, arma::mat mA, arma::mat mB, std::string Dist, std::string ScalingType); RcppExport SEXP GAS_SimulateGAS_multi(SEXP iTSEXP, SEXP iNSEXP, SEXP vKappaSEXP, SEXP mASEXP, SEXP mBSEXP, SEXP DistSEXP, SEXP ScalingTypeSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< int >::type iT(iTSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); Rcpp::traits::input_parameter< arma::vec >::type vKappa(vKappaSEXP); Rcpp::traits::input_parameter< arma::mat >::type mA(mASEXP); Rcpp::traits::input_parameter< arma::mat >::type mB(mBSEXP); Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< std::string >::type ScalingType(ScalingTypeSEXP); rcpp_result_gen = Rcpp::wrap(SimulateGAS_multi(iT, iN, vKappa, mA, mB, Dist, ScalingType)); return rcpp_result_gen; END_RCPP } // NumberParameters int NumberParameters(std::string Dist, int iN); RcppExport SEXP GAS_NumberParameters(SEXP DistSEXP, SEXP iNSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< std::string >::type Dist(DistSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); rcpp_result_gen = Rcpp::wrap(NumberParameters(Dist, iN)); return rcpp_result_gen; END_RCPP } // build_vR arma::vec build_vR(arma::mat mR, int iN); RcppExport SEXP GAS_build_vR(SEXP mRSEXP, SEXP iNSEXP) { BEGIN_RCPP Rcpp::RObject rcpp_result_gen; Rcpp::RNGScope rcpp_rngScope_gen; Rcpp::traits::input_parameter< arma::mat >::type mR(mRSEXP); Rcpp::traits::input_parameter< int >::type iN(iNSEXP); rcpp_result_gen = Rcpp::wrap(build_vR(mR, iN)); return rcpp_result_gen; END_RCPP }