https://github.com/cran/graphicalVAR
Tip revision: 19ab2d14a3bb5e3488ed946dc4191d32c64bcf52 authored by Sacha Epskamp on 19 June 2015, 00:00:00 UTC
version 0.1.3
version 0.1.3
Tip revision: 19ab2d1
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
Rcpp::RObject __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);
__result = Rcpp::wrap(beta_ridge_C(X, Y, lambda_beta));
return __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
Rcpp::RObject __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);
__result = Rcpp::wrap(Beta_C(kappa, beta, X, Y, lambda_beta, convergence, maxit));
return __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
Rcpp::RObject __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);
__result = Rcpp::wrap(VAR_logLik_C(X, Y, kappa, beta));
return __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
Rcpp::RObject __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);
__result = Rcpp::wrap(LogLik_and_BIC(X, Y, estimates));
return __result;
END_RCPP
}
