https://github.com/cran/GAS
Tip revision: 413a49acc0aa0be1b528be252115bb8be63964a5 authored by Leopoldo Catania on 01 September 2016, 13:28:10 UTC
version 0.1.3
version 0.1.3
Tip revision: 413a49a
RcppExports.R
# This file was generated by Rcpp::compileAttributes
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
Kast <- function(dX) {
.Call('GAS_Kast', PACKAGE = 'GAS', dX)
}
wCRPS_series <- function(vY, mTheta, Dist, dLower, dUpper, sType = "uniform", iB = 1000L, dA = 0.0, dB = 1.0) {
.Call('GAS_wCRPS_series', PACKAGE = 'GAS', vY, mTheta, Dist, dLower, dUpper, sType, iB, dA, dB)
}
mWCRPS_backtest <- function(vY, mTheta, Dist, dLower, dUpper, iB = 1000L, dA = 0.0, dB = 1.0) {
.Call('GAS_mWCRPS_backtest', PACKAGE = 'GAS', vY, mTheta, Dist, dLower, dUpper, iB, dA, dB)
}
EvaluateLogScore_Univ <- function(mTheta, vY, Dist, iT) {
.Call('GAS_EvaluateLogScore_Univ', PACKAGE = 'GAS', mTheta, vY, Dist, iT)
}
EvaluateLogScore_Multi <- function(mTheta, mY, Dist, iT, iN) {
.Call('GAS_EvaluateLogScore_Multi', PACKAGE = 'GAS', mTheta, mY, Dist, iT, iN)
}
ddist_univ <- function(dY, vTheta, Dist, bLog) {
.Call('GAS_ddist_univ', PACKAGE = 'GAS', dY, vTheta, Dist, bLog)
}
ddist_multi <- function(vY, vTheta, iN, Dist, bLog) {
.Call('GAS_ddist_multi', PACKAGE = 'GAS', vY, vTheta, iN, Dist, bLog)
}
rdist_univ <- function(vTheta, Dist) {
.Call('GAS_rdist_univ', PACKAGE = 'GAS', vTheta, Dist)
}
rdist_multi <- function(vTheta, iN, Dist) {
.Call('GAS_rdist_multi', PACKAGE = 'GAS', vTheta, iN, Dist)
}
pdist_univ <- function(dQ, vTheta, Dist) {
.Call('GAS_pdist_univ', PACKAGE = 'GAS', dQ, vTheta, Dist)
}
qdist_univ <- function(dP, vTheta, Dist) {
.Call('GAS_qdist_univ', PACKAGE = 'GAS', dP, vTheta, Dist)
}
mdist_univ <- function(vTheta, Dist) {
.Call('GAS_mdist_univ', PACKAGE = 'GAS', vTheta, Dist)
}
mdist_multi_mean <- function(vTheta, Dist, iN) {
.Call('GAS_mdist_multi_mean', PACKAGE = 'GAS', vTheta, Dist, iN)
}
mdist_multi_cov <- function(vTheta, Dist, iN) {
.Call('GAS_mdist_multi_cov', PACKAGE = 'GAS', vTheta, Dist, iN)
}
GASFilter_univ <- function(vY, vKappa, mA, mB, iT, iK, Dist, ScalingType) {
.Call('GAS_GASFilter_univ', PACKAGE = 'GAS', vY, vKappa, mA, mB, iT, iK, Dist, ScalingType)
}
GASFilter_multi <- function(mY, vKappa, mA, mB, iT, iN, iK, Dist, ScalingType) {
.Call('GAS_GASFilter_multi', PACKAGE = 'GAS', mY, vKappa, mA, mB, iT, iN, iK, Dist, ScalingType)
}
uGASMultiForcast <- function(vTheta_tp1, vKappa, mA, mB, iH, iB, iK, Dist, ScalingType, bReturnsDraws) {
.Call('GAS_uGASMultiForcast', PACKAGE = 'GAS', vTheta_tp1, vKappa, mA, mB, iH, iB, iK, Dist, ScalingType, bReturnsDraws)
}
mGASMultiForcast <- function(vTheta_tp1, vKappa, mA, mB, iH, iB, iK, iN, Dist, ScalingType, bReturnsDraws) {
.Call('GAS_mGASMultiForcast', PACKAGE = 'GAS', vTheta_tp1, vKappa, mA, mB, iH, iB, iK, iN, Dist, ScalingType, bReturnsDraws)
}
dGAMMA <- function(dY, dAlpha, dBeta, bLog = FALSE) {
.Call('GAS_dGAMMA', PACKAGE = 'GAS', dY, dAlpha, dBeta, bLog)
}
GASInnovation_univ <- function(dY, vTheta, vTheta_tilde, iK, Dist, ScalingType) {
.Call('GAS_GASInnovation_univ', PACKAGE = 'GAS', dY, vTheta, vTheta_tilde, iK, Dist, ScalingType)
}
GASInnovation_multi <- function(vY, vTheta, vTheta_tilde, iN, iK, Dist, ScalingType) {
.Call('GAS_GASInnovation_multi', PACKAGE = 'GAS', vY, vTheta, vTheta_tilde, iN, iK, Dist, ScalingType)
}
IM_univ <- function(vTheta, Dist) {
.Call('GAS_IM_univ', PACKAGE = 'GAS', vTheta, Dist)
}
Map_Vec <- function(vX, dL, dU) {
.Call('GAS_Map_Vec', PACKAGE = 'GAS', vX, dL, dU)
}
unmapVec_C <- function(vG, dL, dU) {
.Call('GAS_unmapVec_C', PACKAGE = 'GAS', vG, dL, dU)
}
MapParameters_univ <- function(vTheta_tilde, Dist, iK) {
.Call('GAS_MapParameters_univ', PACKAGE = 'GAS', vTheta_tilde, Dist, iK)
}
UnmapParameters_univ <- function(vTheta, Dist, iK = -9999L) {
.Call('GAS_UnmapParameters_univ', PACKAGE = 'GAS', vTheta, Dist, iK)
}
MapParametersJacobian_univ <- function(vTheta_tilde, Dist, iK) {
.Call('GAS_MapParametersJacobian_univ', PACKAGE = 'GAS', vTheta_tilde, Dist, iK)
}
MapR_C <- function(vPhi, iN) {
.Call('GAS_MapR_C', PACKAGE = 'GAS', vPhi, iN)
}
UnMapR_C <- function(vRho, iN) {
.Call('GAS_UnMapR_C', PACKAGE = 'GAS', vRho, iN)
}
MapParameters_multi <- function(vTheta_tilde, Dist, iN, iK) {
.Call('GAS_MapParameters_multi', PACKAGE = 'GAS', vTheta_tilde, Dist, iN, iK)
}
UnmapParameters_multi <- function(vTheta, Dist, iN, iK) {
.Call('GAS_UnmapParameters_multi', PACKAGE = 'GAS', vTheta, Dist, iN, iK)
}
Jacobian_MapR <- function(vPhi, iN) {
.Call('GAS_Jacobian_MapR', PACKAGE = 'GAS', vPhi, iN)
}
IndexesFinder <- function(iC, iN) {
.Call('GAS_IndexesFinder', PACKAGE = 'GAS', iC, iN)
}
MapParametersJacobian_multi <- function(vTheta_tilde, Dist, iN, iK) {
.Call('GAS_MapParametersJacobian_multi', PACKAGE = 'GAS', vTheta_tilde, Dist, iN, iK)
}
EvalMoments_univ <- function(mTheta, Dist) {
.Call('GAS_EvalMoments_univ', PACKAGE = 'GAS', mTheta, Dist)
}
EvalMoments_multi <- function(mTheta, Dist, iN) {
.Call('GAS_EvalMoments_multi', PACKAGE = 'GAS', mTheta, Dist, iN)
}
rmvnorm_mat <- function(iN, vMu, mSigma) {
.Call('GAS_rmvnorm_mat', PACKAGE = 'GAS', iN, vMu, mSigma)
}
RhoScore <- function(vR, mD, vY, vMu, iN) {
.Call('GAS_RhoScore', PACKAGE = 'GAS', vR, mD, vY, vMu, iN)
}
DScore <- function(mD, mR, vY, vMu, iN) {
.Call('GAS_DScore', PACKAGE = 'GAS', mD, mR, vY, vMu, iN)
}
MuScore <- function(vMu, mD, mR, vY, iN) {
.Call('GAS_MuScore', PACKAGE = 'GAS', vMu, mD, mR, vY, iN)
}
dmvt <- function(vY, vMu, mSigma, dNu, bLog = FALSE) {
.Call('GAS_dmvt', PACKAGE = 'GAS', vY, vMu, mSigma, dNu, bLog)
}
dmvt_ThetaParam <- function(vY, vTheta, iN, bLog = FALSE) {
.Call('GAS_dmvt_ThetaParam', PACKAGE = 'GAS', vY, vTheta, iN, bLog)
}
rmvt_mat <- function(iN, vMu, mSigma, dNu) {
.Call('GAS_rmvt_mat', PACKAGE = 'GAS', iN, vMu, mSigma, dNu)
}
RhoScore_mvt <- function(vR, mD, vY, vMu, dNu, iN) {
.Call('GAS_RhoScore_mvt', PACKAGE = 'GAS', vR, mD, vY, vMu, dNu, iN)
}
MuScore_mvt <- function(vMu, mD, mR, vY, dNu, iN) {
.Call('GAS_MuScore_mvt', PACKAGE = 'GAS', vMu, mD, mR, vY, dNu, iN)
}
DScore_mvt <- function(mD, mR, vY, vMu, dNu, iN) {
.Call('GAS_DScore_mvt', PACKAGE = 'GAS', mD, mR, vY, vMu, dNu, iN)
}
NuScore_mvt <- function(mD, mR, vY, vMu, dNu, iN) {
.Call('GAS_NuScore_mvt', PACKAGE = 'GAS', mD, mR, vY, vMu, dNu, iN)
}
mvt_Score <- function(vY, vTheta, iN) {
.Call('GAS_mvt_Score', PACKAGE = 'GAS', vY, vTheta, iN)
}
StaticLLK_Univ <- function(vY, vTheta, iT, Dist) {
.Call('GAS_StaticLLK_Univ', PACKAGE = 'GAS', vY, vTheta, iT, Dist)
}
StaticLLK_Multi <- function(mY, vTheta, iT, iN, Dist) {
.Call('GAS_StaticLLK_Multi', PACKAGE = 'GAS', mY, vTheta, iT, iN, Dist)
}
EvaluatePit_Univ <- function(mTheta, vY, Dist, iT) {
.Call('GAS_EvaluatePit_Univ', PACKAGE = 'GAS', mTheta, vY, Dist, iT)
}
Quantiles <- function(mTheta, Dist, vProbs) {
.Call('GAS_Quantiles', PACKAGE = 'GAS', mTheta, Dist, vProbs)
}
Score_univ <- function(dY, vTheta, Dist) {
.Call('GAS_Score_univ', PACKAGE = 'GAS', dY, vTheta, Dist)
}
Score_multi <- function(vY, vTheta, iN, Dist) {
.Call('GAS_Score_multi', PACKAGE = 'GAS', vY, vTheta, iN, Dist)
}
SimulateGAS_univ <- function(iT, vKappa, mA, mB, Dist, ScalingType) {
.Call('GAS_SimulateGAS_univ', PACKAGE = 'GAS', iT, vKappa, mA, mB, Dist, ScalingType)
}
SimulateGAS_multi <- function(iT, iN, vKappa, mA, mB, Dist, ScalingType) {
.Call('GAS_SimulateGAS_multi', PACKAGE = 'GAS', iT, iN, vKappa, mA, mB, Dist, ScalingType)
}
dSSTD <- function(dY, dMu, dSigma, dXi, dNu, bLog = FALSE) {
.Call('GAS_dSSTD', PACKAGE = 'GAS', dY, dMu, dSigma, dXi, dNu, bLog)
}
pSSTD <- function(dY, dMu, dSigma, dXi, dNu) {
.Call('GAS_pSSTD', PACKAGE = 'GAS', dY, dMu, dSigma, dXi, dNu)
}
rSSTD <- function(dMu, dSigma, dXi, dNu) {
.Call('GAS_rSSTD', PACKAGE = 'GAS', dMu, dSigma, dXi, dNu)
}
qSSTD <- function(dP, dMu, dSigma, dXi, dNu) {
.Call('GAS_qSSTD', PACKAGE = 'GAS', dP, dMu, dSigma, dXi, dNu)
}
mSSTD <- function(dMu, dSigma, dXi, dNu) {
.Call('GAS_mSSTD', PACKAGE = 'GAS', dMu, dSigma, dXi, dNu)
}
sstd_Score <- function(dY, vTheta) {
.Call('GAS_sstd_Score', PACKAGE = 'GAS', dY, vTheta)
}
dSTD <- function(dY, dMu, dPhi2, dNu, bLog = FALSE) {
.Call('GAS_dSTD', PACKAGE = 'GAS', dY, dMu, dPhi2, dNu, bLog)
}
NumberParameters <- function(Dist, iN = 1L) {
.Call('GAS_NumberParameters', PACKAGE = 'GAS', Dist, iN)
}
build_mR <- function(vR, iN) {
.Call('GAS_build_mR', PACKAGE = 'GAS', vR, iN)
}
build_vR <- function(mR, iN) {
.Call('GAS_build_vR', PACKAGE = 'GAS', mR, iN)
}