https://github.com/cran/GAS
Tip revision: a8fe17c38002b26ca09b18984573c71a54efede6 authored by Leopoldo Catania on 12 June 2017, 21:08:21 UTC
version 0.2.1
version 0.2.1
Tip revision: a8fe17c
Quantiles.cpp
#include <RcppArmadillo.h>
#include "DistWrap.h"
using namespace Rcpp;
using namespace arma;
//[[Rcpp::export]]
arma::mat Quantiles(arma::mat mTheta, std::string Dist, arma::vec vProbs){
int iT = mTheta.n_cols;
int iP = vProbs.size();
int t,p;
arma::mat mQuantile;
if(iP == iT){ // guess you have a time series
mQuantile = zeros(1,iT);
for(t=0;t<iT;t++){
mQuantile(0,t) = qdist_univ(vProbs(t), mTheta.col(t), Dist);
}
}else{
mQuantile = zeros(iP,iT);
for(t=0;t<iT;t++){
for(p=0;p<iP;p++){
mQuantile(p,t) = qdist_univ(vProbs(p), mTheta.col(t), Dist);
}
}
}
return mQuantile.t();
}