R/RcppExports.R

In mssm: Multivariate State Space Models

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

test_KD_note <- function(X, N_min) {
    .Call(`_mssm_test_KD_note`, X, N_min)
}

naive <- function(X, ws, Y, n_threads) {
    .Call(`_mssm_naive`, X, ws, Y, n_threads)
}

FSKA <- function(X, ws, Y, N_min, eps, n_threads) {
    .Call(`_mssm_FSKA`, X, ws, Y, N_min, eps, n_threads)
}

sample_mv_normal <- function(N, Q, mu) {
    .Call(`_mssm_sample_mv_normal`, N, Q, mu)
}

sample_mv_tdist <- function(N, Q, mu, nu) {
    .Call(`_mssm_sample_mv_tdist`, N, Q, mu, nu)
}

pf_filter <- function(Y, cfix, ws, offsets, disp, X, Z, time_indices_elems, time_indices_len, F, Q, Q0, fam, mu0, n_threads, nu, covar_fac, ftol_rel, N_part, what, which_sampler, which_ll_cp, trace, KD_N_max, aprx_eps, use_antithetic) {
    .Call(`_mssm_pf_filter`, Y, cfix, ws, offsets, disp, X, Z, time_indices_elems, time_indices_len, F, Q, Q0, fam, mu0, n_threads, nu, covar_fac, ftol_rel, N_part, what, which_sampler, which_ll_cp, trace, KD_N_max, aprx_eps, use_antithetic)
}

run_Laplace_aprx <- function(Y, cfix, ws, offsets, disp, X, Z, time_indices_elems, time_indices_len, F, Q, Q0, fam, mu0, n_threads, nu, covar_fac, ftol_rel, N_part, what, trace, KD_N_max, aprx_eps, ftol_abs, la_ftol_rel, ftol_abs_inner, la_ftol_rel_inner, maxeval, maxeval_inner) {
    .Call(`_mssm_run_Laplace_aprx`, Y, cfix, ws, offsets, disp, X, Z, time_indices_elems, time_indices_len, F, Q, Q0, fam, mu0, n_threads, nu, covar_fac, ftol_rel, N_part, what, trace, KD_N_max, aprx_eps, ftol_abs, la_ftol_rel, ftol_abs_inner, la_ftol_rel_inner, maxeval, maxeval_inner)
}

smoother_cpp <- function(Y, cfix, ws, offsets, disp, X, Z, time_indices_elems, time_indices_len, F, Q, Q0, fam, mu0, n_threads, nu, covar_fac, ftol_rel, N_part, what, trace, KD_N_max, aprx_eps, which_ll_cp, pf_output, use_antithetic) {
    .Call(`_mssm_smoother_cpp`, Y, cfix, ws, offsets, disp, X, Z, time_indices_elems, time_indices_len, F, Q, Q0, fam, mu0, n_threads, nu, covar_fac, ftol_rel, N_part, what, trace, KD_N_max, aprx_eps, which_ll_cp, pf_output, use_antithetic)
}

t_dist_antithe_test <- function(n_sims, Q, mu, nu) {
    .Call(`_mssm_t_dist_antithe_test`, n_sims, Q, mu, nu)
}

.get_Q0 <- function(Qmat, Fmat) {
    .Call(`_mssm_get_Q0`, Qmat, Fmat)
}