R/RcppExports.R

In RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering

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

Robust_filter <- function(Y_expanded, C_list, Sigma_Add_list, Sigma_Inn_Contribution, A, Sigma_Inn, Sigma_Add, s, Num_Descendents, Num_Particles, to_sample, Number_of_resamples, sigma_tilde, sigma_hat, mu_0, Sigma_0, horizon, prob_inn, prob_add, Particle_Number, Y_Full_list) {
    .Call('_RobKF_Robust_filter', PACKAGE = 'RobKF', Y_expanded, C_list, Sigma_Add_list, Sigma_Inn_Contribution, A, Sigma_Inn, Sigma_Add, s, Num_Descendents, Num_Particles, to_sample, Number_of_resamples, sigma_tilde, sigma_hat, mu_0, Sigma_0, horizon, prob_inn, prob_add, Particle_Number, Y_Full_list)
}

Sigma_Limit <- function(Sigma0, C, A, Sigma_Inn, Sigma_Add, epsilon) {
    .Call('_RobKF_Sigma_Limit', PACKAGE = 'RobKF', Sigma0, C, A, Sigma_Inn, Sigma_Add, epsilon)
}

aorkf_huber_list <- function(mu_init, Sigma_init, ys, A, b, C, d, R, Q, h) {
    .Call('_RobKF_aorkf_huber_list', PACKAGE = 'RobKF', mu_init, Sigma_init, ys, A, b, C, d, R, Q, h)
}

aorkf_t_list <- function(mu_init, Sigma_init, ys, A, b, C, d, R, Q, s, epsilon) {
    .Call('_RobKF_aorkf_t_list', PACKAGE = 'RobKF', mu_init, Sigma_init, ys, A, b, C, d, R, Q, s, epsilon)
}

iorkf_huber_list <- function(mu_init, Sigma_init, ys, A, b, C, d, R, Q, h) {
    .Call('_RobKF_iorkf_huber_list', PACKAGE = 'RobKF', mu_init, Sigma_init, ys, A, b, C, d, R, Q, h)
}

iorkf_huber_matrix <- function(mu_old, Sigma_old, y, A, b, C, d, R, Q, h) {
    .Call('_RobKF_iorkf_huber_matrix', PACKAGE = 'RobKF', mu_old, Sigma_old, y, A, b, C, d, R, Q, h)
}

kf_list <- function(mu_init, Sigma_init, ys, A, b, C, d, R, Q) {
    .Call('_RobKF_kf_list', PACKAGE = 'RobKF', mu_init, Sigma_init, ys, A, b, C, d, R, Q)
}