R/RcppExports.R

In VARtests: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models

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

.ACtestCpp <- function(z_e, z, e, h, univariate, LM, HC0, HC1, HC2, HC3) {
    .Call(`_VARtests_ACtestCpp`, z_e, z, e, h, univariate, LM, HC0, HC1, HC2, HC3)
}

computeET_LM <- function(resid, h) {
    .Call(`_VARtests_computeET_LM`, resid, h)
}

computeMARCH <- function(e, h) {
    .Call(`_VARtests_computeMARCH`, e, h)
}

.estimate_VECM <- function(y, r, p, model, dummy) {
    .Call(`_VARtests_estimate_VECM`, y, r, p, model, dummy)
}

.make_VECM <- function(Ystart, e, alpha, beta, gamma, rho, phi, model) {
    .Call(`_VARtests_make_VECM`, Ystart, e, alpha, beta, gamma, rho, phi, model)
}

.vecm_check_eigen <- function(alpha, beta, gamma, r, k, p) {
    .Call(`_VARtests_vecm_check_eigen`, alpha, beta, gamma, r, k, p)
}

.makeVar <- function(Ystart, e, param, p, constFlag, trendFlag, exogenFlag, exogen) {
    .Call(`_VARtests_makeVar`, Ystart, e, param, p, constFlag, trendFlag, exogenFlag, exogen)
}