R/RcppExports.R

In ASV: Stochastic Volatility Models with or without Leverage

# Generated by using Rcpp::compileAttributes() -> do not edit by hand
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

sv_mcmc <- function(return_vector, nSim = NULL, nBurn = NULL, vHyper = NULL) {
    .Call(`_ASV_sv_mcmc`, return_vector, nSim, nBurn, vHyper)
}

sv_posterior <- function(H, Theta, Theta_star, Y, iM = NULL, vHyper = NULL) {
    .Call(`_ASV_sv_posterior`, H, Theta, Theta_star, Y, iM, vHyper)
}

sv_prior <- function(Theta_star, vHyper = NULL) {
    .Call(`_ASV_sv_prior`, Theta_star, vHyper)
}

sv_logML <- function(H, Theta, Theta_star, Y, iI = NULL, iM = NULL, vHyper = NULL) {
    .Call(`_ASV_sv_logML`, H, Theta, Theta_star, Y, iI, iM, vHyper)
}

asv_mcmc <- function(return_vector, nSim = NULL, nBurn = NULL, vHyper = NULL) {
    .Call(`_ASV_asv_mcmc`, return_vector, nSim, nBurn, vHyper)
}

asv_posterior <- function(H, Theta, Theta_star, Y, iM = NULL, vHyper = NULL) {
    .Call(`_ASV_asv_posterior`, H, Theta, Theta_star, Y, iM, vHyper)
}

asv_prior <- function(Theta_star, vHyper = NULL) {
    .Call(`_ASV_asv_prior`, Theta_star, vHyper)
}

asv_logML <- function(H, Theta, Theta_star, Y, iI = NULL, iM = NULL, vHyper = NULL) {
    .Call(`_ASV_asv_logML`, H, Theta, Theta_star, Y, iI, iM, vHyper)
}

sv_pf <- function(mu, phi, sigma_eta, Y, I) {
    .Call(`_ASV_sv_pf`, mu, phi, sigma_eta, Y, I)
}

sv_apf <- function(mu, phi, sigma_eta, Y, I) {
    .Call(`_ASV_sv_apf`, mu, phi, sigma_eta, Y, I)
}

asv_pf <- function(mu, phi, sigma_eta, rho, Y, I) {
    .Call(`_ASV_asv_pf`, mu, phi, sigma_eta, rho, Y, I)
}

asv_apf <- function(mu, phi, sigma_eta, rho, Y, I) {
    .Call(`_ASV_asv_apf`, mu, phi, sigma_eta, rho, Y, I)
}