https://github.com/cran/graphicalVAR
Tip revision: c694a6ce3665db71c1f095e2dc8f5e88e243b22a authored by Sacha Epskamp on 19 October 2021, 18:40:02 UTC
version 0.3
version 0.3
Tip revision: c694a6c
RcppExports.cpp
// Generated by using Rcpp::compileAttributes() -> do not edit by hand
// Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
#include <RcppArmadillo.h>
#include <Rcpp.h>
using namespace Rcpp;
// beta_ridge_C
NumericMatrix beta_ridge_C(NumericMatrix X, NumericMatrix Y, double lambda_beta);
RcppExport SEXP _graphicalVAR_beta_ridge_C(SEXP XSEXP, SEXP YSEXP, SEXP lambda_betaSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< NumericMatrix >::type X(XSEXP);
Rcpp::traits::input_parameter< NumericMatrix >::type Y(YSEXP);
Rcpp::traits::input_parameter< double >::type lambda_beta(lambda_betaSEXP);
rcpp_result_gen = Rcpp::wrap(beta_ridge_C(X, Y, lambda_beta));
return rcpp_result_gen;
END_RCPP
}
// Beta_C
NumericMatrix Beta_C(NumericMatrix kappa, NumericMatrix beta, NumericMatrix X, NumericMatrix Y, double lambda_beta, NumericMatrix lambda_beta_mat, double convergence, int maxit);
RcppExport SEXP _graphicalVAR_Beta_C(SEXP kappaSEXP, SEXP betaSEXP, SEXP XSEXP, SEXP YSEXP, SEXP lambda_betaSEXP, SEXP lambda_beta_matSEXP, SEXP convergenceSEXP, SEXP maxitSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< NumericMatrix >::type kappa(kappaSEXP);
Rcpp::traits::input_parameter< NumericMatrix >::type beta(betaSEXP);
Rcpp::traits::input_parameter< NumericMatrix >::type X(XSEXP);
Rcpp::traits::input_parameter< NumericMatrix >::type Y(YSEXP);
Rcpp::traits::input_parameter< double >::type lambda_beta(lambda_betaSEXP);
Rcpp::traits::input_parameter< NumericMatrix >::type lambda_beta_mat(lambda_beta_matSEXP);
Rcpp::traits::input_parameter< double >::type convergence(convergenceSEXP);
Rcpp::traits::input_parameter< int >::type maxit(maxitSEXP);
rcpp_result_gen = Rcpp::wrap(Beta_C(kappa, beta, X, Y, lambda_beta, lambda_beta_mat, convergence, maxit));
return rcpp_result_gen;
END_RCPP
}
// VAR_logLik_C
double VAR_logLik_C(NumericMatrix X, NumericMatrix Y, NumericMatrix kappa, NumericMatrix beta);
RcppExport SEXP _graphicalVAR_VAR_logLik_C(SEXP XSEXP, SEXP YSEXP, SEXP kappaSEXP, SEXP betaSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< NumericMatrix >::type X(XSEXP);
Rcpp::traits::input_parameter< NumericMatrix >::type Y(YSEXP);
Rcpp::traits::input_parameter< NumericMatrix >::type kappa(kappaSEXP);
Rcpp::traits::input_parameter< NumericMatrix >::type beta(betaSEXP);
rcpp_result_gen = Rcpp::wrap(VAR_logLik_C(X, Y, kappa, beta));
return rcpp_result_gen;
END_RCPP
}
// LogLik_and_BIC
List LogLik_and_BIC(NumericMatrix X, NumericMatrix Y, List estimates);
RcppExport SEXP _graphicalVAR_LogLik_and_BIC(SEXP XSEXP, SEXP YSEXP, SEXP estimatesSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< NumericMatrix >::type X(XSEXP);
Rcpp::traits::input_parameter< NumericMatrix >::type Y(YSEXP);
Rcpp::traits::input_parameter< List >::type estimates(estimatesSEXP);
rcpp_result_gen = Rcpp::wrap(LogLik_and_BIC(X, Y, estimates));
return rcpp_result_gen;
END_RCPP
}
static const R_CallMethodDef CallEntries[] = {
{"_graphicalVAR_beta_ridge_C", (DL_FUNC) &_graphicalVAR_beta_ridge_C, 3},
{"_graphicalVAR_Beta_C", (DL_FUNC) &_graphicalVAR_Beta_C, 8},
{"_graphicalVAR_VAR_logLik_C", (DL_FUNC) &_graphicalVAR_VAR_logLik_C, 4},
{"_graphicalVAR_LogLik_and_BIC", (DL_FUNC) &_graphicalVAR_LogLik_and_BIC, 3},
{NULL, NULL, 0}
};
RcppExport void R_init_graphicalVAR(DllInfo *dll) {
R_registerRoutines(dll, NULL, CallEntries, NULL, NULL);
R_useDynamicSymbols(dll, FALSE);
}