R/RcppExports.R

In BigVAR: Dimension Reduction Methods for Multivariate Time Series

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

VARXCons <- function(Y1, X1, k, p, m, s, oos = FALSE, contemp = FALSE) {
    .Call('_BigVAR_VARXCons', PACKAGE = 'BigVAR', Y1, X1, k, p, m, s, oos, contemp)
}

ARFitVARXR <- function(K21, k, p, m, s) {
    .Call('_BigVAR_ARFitVARXR', PACKAGE = 'BigVAR', K21, k, p, m, s)
}

ICX <- function(Y1, X1, k, pmax, smax, m, pen, h = 1L) {
    .Call('_BigVAR_ICX', PACKAGE = 'BigVAR', Y1, X1, k, pmax, smax, m, pen, h)
}

ST1a <- function(z, gam) {
    .Call('_BigVAR_ST1a', PACKAGE = 'BigVAR', z, gam)
}

ST3a <- function(z, gam) {
    .Call('_BigVAR_ST3a', PACKAGE = 'BigVAR', z, gam)
}

gamloopFista <- function(beta_, Y, Z, gammgrid, eps, YMean2, ZMean2, B1, k, p, tk, k1, s, sep_lambda = FALSE) {
    .Call('_BigVAR_gamloopFista', PACKAGE = 'BigVAR', beta_, Y, Z, gammgrid, eps, YMean2, ZMean2, B1, k, p, tk, k1, s, sep_lambda)
}

gamloopFistaEN <- function(beta_, Y, Z, gammgrid, alpha, eps, YMean2, ZMean2, B1, k, p, tk, k1, s, sep_lambda = FALSE) {
    .Call('_BigVAR_gamloopFistaEN', PACKAGE = 'BigVAR', beta_, Y, Z, gammgrid, alpha, eps, YMean2, ZMean2, B1, k, p, tk, k1, s, sep_lambda)
}

Eigencomp <- function(Z1, groups, n1, k1) {
    .Call('_BigVAR_Eigencomp', PACKAGE = 'BigVAR', Z1, groups, n1, k1)
}

EigencompOO <- function(ZZ1, groups, n1, k) {
    .Call('_BigVAR_EigencompOO', PACKAGE = 'BigVAR', ZZ1, groups, n1, k)
}

GamLoopGL2 <- function(beta_, Activeset, gamm, Y1, Z1, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M2f_, eigvalF_, eigvecF_) {
    .Call('_BigVAR_GamLoopGL2', PACKAGE = 'BigVAR', beta_, Activeset, gamm, Y1, Z1, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M2f_, eigvalF_, eigvecF_)
}

GamLoopGLOO <- function(beta_, Activeset, gamm, Y, Z, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M2f_, eigvalF_, eigvecF_, k1) {
    .Call('_BigVAR_GamLoopGLOO', PACKAGE = 'BigVAR', beta_, Activeset, gamm, Y, Z, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M2f_, eigvalF_, eigvecF_, k1)
}

GamLoopSGLOO <- function(beta_, Activeset_, gamm, alpha, Y, Z, jj_, jjfull_, jjcomp_, eps, YMean2, ZMean2, k1, pk, M2f_, eigs_, m) {
    .Call('_BigVAR_GamLoopSGLOO', PACKAGE = 'BigVAR', beta_, Activeset_, gamm, alpha, Y, Z, jj_, jjfull_, jjcomp_, eps, YMean2, ZMean2, k1, pk, M2f_, eigs_, m)
}

GamLoopSGLOODP <- function(beta_, Activeset_, gamm, alpha, Y, Z, jj_, jjfull_, jjcomp_, eps, YMean2, ZMean2, k1, pk, M2f_, eigs_, m) {
    .Call('_BigVAR_GamLoopSGLOODP', PACKAGE = 'BigVAR', beta_, Activeset_, gamm, alpha, Y, Z, jj_, jjfull_, jjcomp_, eps, YMean2, ZMean2, k1, pk, M2f_, eigs_, m)
}

Fistapar <- function(Y, Z, phi, L, lambda, eps, tk, k, sep_lambda = FALSE) {
    .Call('_BigVAR_Fistapar', PACKAGE = 'BigVAR', Y, Z, phi, L, lambda, eps, tk, k, sep_lambda)
}

gamloopHLAG <- function(beta_, Y, Z, gammgrid, eps, YMean2, ZMean2, B1, k, p, sep_lambda = FALSE) {
    .Call('_BigVAR_gamloopHLAG', PACKAGE = 'BigVAR', beta_, Y, Z, gammgrid, eps, YMean2, ZMean2, B1, k, p, sep_lambda)
}

gamloopOO <- function(beta_, Y, Z, gammgrid, eps, YMean2, ZMean2, B1, k, p, w, groups_, sep_lambda = FALSE) {
    .Call('_BigVAR_gamloopOO', PACKAGE = 'BigVAR', beta_, Y, Z, gammgrid, eps, YMean2, ZMean2, B1, k, p, w, groups_, sep_lambda)
}

FistaElem <- function(Y, Z, phi, p, k, lambda, eps, tk, sep_lambda = FALSE) {
    .Call('_BigVAR_FistaElem', PACKAGE = 'BigVAR', Y, Z, phi, p, k, lambda, eps, tk, sep_lambda)
}

gamloopElem <- function(beta_, Y, Z, gammgrid, eps, YMean2, ZMean2, B1, k, p, sep_lambda = FALSE) {
    .Call('_BigVAR_gamloopElem', PACKAGE = 'BigVAR', beta_, Y, Z, gammgrid, eps, YMean2, ZMean2, B1, k, p, sep_lambda)
}

powermethod <- function(A, x1) {
    .Call('_BigVAR_powermethod', PACKAGE = 'BigVAR', A, x1)
}

norm2 <- function(x) {
    .Call('_BigVAR_norm2', PACKAGE = 'BigVAR', x)
}

RelaxedLS <- function(K, B2) {
    .Call('_BigVAR_RelaxedLS', PACKAGE = 'BigVAR', K, B2)
}

GamLoopSGLX <- function(beta_, Activeset, gamm, alpha, Y1, Z1, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M2f_, eigs, k1) {
    .Call('_BigVAR_GamLoopSGLX', PACKAGE = 'BigVAR', beta_, Activeset, gamm, alpha, Y1, Z1, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M2f_, eigs, k1)
}

proxvx2 <- function(v2, L, lambda, m, k, F1) {
    .Call('_BigVAR_proxvx2', PACKAGE = 'BigVAR', v2, L, lambda, m, k, F1)
}

GamLoopSGL <- function(beta_, Activeset, gamm, alpha, Y1, Z1, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M1f_, M2f_, eigs_) {
    .Call('_BigVAR_GamLoopSGL', PACKAGE = 'BigVAR', beta_, Activeset, gamm, alpha, Y1, Z1, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M1f_, M2f_, eigs_)
}

GamLoopSGLDP <- function(beta_, Activeset, gamm, alpha, Y1, Z1, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M1f_, M2f_, eigs_) {
    .Call('_BigVAR_GamLoopSGLDP', PACKAGE = 'BigVAR', beta_, Activeset, gamm, alpha, Y1, Z1, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M1f_, M2f_, eigs_)
}

GamLoopSGLXDP <- function(beta_, Activeset, gamm, alpha, Y1, Z1, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M2f_, eigs, k1) {
    .Call('_BigVAR_GamLoopSGLXDP', PACKAGE = 'BigVAR', beta_, Activeset, gamm, alpha, Y1, Z1, jj, jjfull, jjcomp, eps, YMean2, ZMean2, k, pk, M2f_, eigs, k1)
}

mcp_loop <- function(Y, Z, B, lambda, tol, gamma, mcp = TRUE) {
    .Call('_BigVAR_mcp_loop', PACKAGE = 'BigVAR', Y, Z, B, lambda, tol, gamma, mcp)
}

gamloopMCP <- function(beta_, Y, Z, lambda, eps, YMean2, ZMean2, gamma, mcp) {
    .Call('_BigVAR_gamloopMCP', PACKAGE = 'BigVAR', beta_, Y, Z, lambda, eps, YMean2, ZMean2, gamma, mcp)
}