https://github.com/cran/graphicalVAR
Tip revision: c678bf0b1e396421caaef6c999e434b55441e2e5 authored by Sacha Epskamp on 12 March 2015, 00:00:00 UTC
version 0.1.2
version 0.1.2
Tip revision: c678bf0
RcppExports.cpp
// This file was generated by Rcpp::compileAttributes
// 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
SEXP __sexp_result;
{
Rcpp::RNGScope __rngScope;
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 );
NumericMatrix __result = beta_ridge_C(X, Y, lambda_beta);
PROTECT(__sexp_result = Rcpp::wrap(__result));
}
UNPROTECT(1);
return __sexp_result;
END_RCPP
}
// Beta_C
NumericMatrix Beta_C(NumericMatrix kappa, NumericMatrix beta, NumericMatrix X, NumericMatrix Y, double lambda_beta, double convergence, int maxit);
RcppExport SEXP graphicalVAR_Beta_C(SEXP kappaSEXP, SEXP betaSEXP, SEXP XSEXP, SEXP YSEXP, SEXP lambda_betaSEXP, SEXP convergenceSEXP, SEXP maxitSEXP) {
BEGIN_RCPP
SEXP __sexp_result;
{
Rcpp::RNGScope __rngScope;
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< double >::type convergence(convergenceSEXP );
Rcpp::traits::input_parameter< int >::type maxit(maxitSEXP );
NumericMatrix __result = Beta_C(kappa, beta, X, Y, lambda_beta, convergence, maxit);
PROTECT(__sexp_result = Rcpp::wrap(__result));
}
UNPROTECT(1);
return __sexp_result;
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
SEXP __sexp_result;
{
Rcpp::RNGScope __rngScope;
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 );
double __result = VAR_logLik_C(X, Y, kappa, beta);
PROTECT(__sexp_result = Rcpp::wrap(__result));
}
UNPROTECT(1);
return __sexp_result;
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
SEXP __sexp_result;
{
Rcpp::RNGScope __rngScope;
Rcpp::traits::input_parameter< NumericMatrix >::type X(XSEXP );
Rcpp::traits::input_parameter< NumericMatrix >::type Y(YSEXP );
Rcpp::traits::input_parameter< List >::type estimates(estimatesSEXP );
List __result = LogLik_and_BIC(X, Y, estimates);
PROTECT(__sexp_result = Rcpp::wrap(__result));
}
UNPROTECT(1);
return __sexp_result;
END_RCPP
}
