R/RcppExports.R

Defines functions Sample_KF_post Sample_KF Kalman_smoother Get_s_1st Get_S_KK Get_m_a_pred Get_C_R_K_Q Get_L_inv_y Get_log_det_S2 Get_Q_K Construct_W_exp Construct_W_matern_5_2 Construct_G_exp Construct_G_matern_5_2 Construct_W0_exp Construct_W0_matern_5_2

Documented in Construct_G_exp Construct_G_matern_5_2 Construct_W0_exp Construct_W0_matern_5_2 Construct_W_exp Construct_W_matern_5_2 Get_C_R_K_Q Get_L_inv_y Get_log_det_S2 Kalman_smoother Sample_KF Sample_KF_post

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

Construct_W0_matern_5_2 <- function(sigma2, lambda) {
    .Call('_FastGaSP_Construct_W0_matern_5_2', PACKAGE = 'FastGaSP', sigma2, lambda)
}

Construct_W0_exp <- function(sigma2, lambda) {
    .Call('_FastGaSP_Construct_W0_exp', PACKAGE = 'FastGaSP', sigma2, lambda)
}

Construct_G_matern_5_2 <- function(delta_x, lambda) {
    .Call('_FastGaSP_Construct_G_matern_5_2', PACKAGE = 'FastGaSP', delta_x, lambda)
}

Construct_G_exp <- function(delta_x, lambda) {
    .Call('_FastGaSP_Construct_G_exp', PACKAGE = 'FastGaSP', delta_x, lambda)
}

Construct_W_matern_5_2 <- function(sigma2, delta_x, lambda, W0) {
    .Call('_FastGaSP_Construct_W_matern_5_2', PACKAGE = 'FastGaSP', sigma2, delta_x, lambda, W0)
}

Construct_W_exp <- function(sigma2, delta_x, lambda, W0) {
    .Call('_FastGaSP_Construct_W_exp', PACKAGE = 'FastGaSP', sigma2, delta_x, lambda, W0)
}

Get_Q_K <- function(GG, W, C0, VV) {
    .Call('_FastGaSP_Get_Q_K', PACKAGE = 'FastGaSP', GG, W, C0, VV)
}

Get_log_det_S2 <- function(param, have_noise, delta_x, output, kernel_type) {
    .Call('_FastGaSP_Get_log_det_S2', PACKAGE = 'FastGaSP', param, have_noise, delta_x, output, kernel_type)
}

Get_L_inv_y <- function(GG, VV, Q, K, output) {
    .Call('_FastGaSP_Get_L_inv_y', PACKAGE = 'FastGaSP', GG, VV, Q, K, output)
}

Get_C_R_K_Q <- function(index, GG, W, C0, VV) {
    .Call('_FastGaSP_Get_C_R_K_Q', PACKAGE = 'FastGaSP', index, GG, W, C0, VV)
}

Get_m_a_pred <- function(index, output_vec, GG, K) {
    .Call('_FastGaSP_Get_m_a_pred', PACKAGE = 'FastGaSP', index, output_vec, GG, K)
}

Get_S_KK <- function(index, GG, C, R) {
    .Call('_FastGaSP_Get_S_KK', PACKAGE = 'FastGaSP', index, GG, C, R)
}

Get_s_1st <- function(m, a, C, KK) {
    .Call('_FastGaSP_Get_s_1st', PACKAGE = 'FastGaSP', m, a, C, KK)
}

Kalman_smoother <- function(param, have_noise, index_obs, delta_x_all, output, sigma_2_hat, kernel_type) {
    .Call('_FastGaSP_Kalman_smoother', PACKAGE = 'FastGaSP', param, have_noise, index_obs, delta_x_all, output, sigma_2_hat, kernel_type)
}

Sample_KF <- function(GG, W, C0, VV, kernel_type, sample_type) {
    .Call('_FastGaSP_Sample_KF', PACKAGE = 'FastGaSP', GG, W, C0, VV, kernel_type, sample_type)
}

Sample_KF_post <- function(index_obs, C_R_K_Q, W0, GG, W, VV, output, kernel_type, sample_type) {
    .Call('_FastGaSP_Sample_KF_post', PACKAGE = 'FastGaSP', index_obs, C_R_K_Q, W0, GG, W, VV, output, kernel_type, sample_type)
}

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FastGaSP documentation built on Sept. 5, 2021, 5:36 p.m.