R/RcppExports.R

Defines functions .armaRidgePAnyTarget .armaRidgePScalarTarget .armaRidgeP .armaVAR1_ridgeML .armaVAR1_ridgeML_zerosA .armaEigenDecomp_blockDiagOnly .armaVAR1_Shat_ML .armaVAR1_COVYhat .armaVAR1_VARYhat .armaVAR1_Ahat_zeros .armaP_defaultTarget .armaVAR_array2cube_withMissing .armaVAR_array2cube_withoutMissing .armaEigenDecomp .armaVAR1_convergenceEvaluation .armaVAR1_Ahat_ridgeML .armaVAR1_Ahat_ridgeSS .armaVAR1_loglik_LOOCVinternal .armaVAR1_loglik .armaRidgePchordalInit .armaPenLLreparPforNLM .armaPenLLreparP .armaPenLLreparPgrad .armaPenLLreparGradArchI .armaPenLLreparGradArchII .armaVAR1fused_Shat_ML .armaVAR1fused_Ahat .armaEigenDecomp_stackedCovariances .armaVAR1fused_ridgeML .armaVAR1fused_convergenceEvaluation .armaVAR2_ridgeML .armaVAR2_ridgeML_zerosA .armaVAR2_convergenceEvaluation .armaVAR2_COVYhat .armaVAR2_VARYhat .armaVAR2_Ahat_ridgeSS .armaVAR2_Ahat_ridgeML .armaVAR2_Shat_ML .armaVAR2_Ahat_zeros .armaVAR2_loglik_LOOCVinternal .armaVARX1_ridgeML .armaVARX1_ridgeML_zerosC .armaVARX1_Chat_zeros .armaVARX1_Chat_ridgeSS .armaVARX1_Chat_ridgeML .armaVARX1_convergenceEvaluation .armaVARX1_COVZhat .armaVARX1_Shat_ML .armaVARX1_loglik_LOOCVinternal

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

.armaRidgePAnyTarget <- function(S, target, lambda, invert = 2L) {
    .Call('ragt2ridges_armaRidgePAnyTarget', PACKAGE = 'ragt2ridges', S, target, lambda, invert)
}

.armaRidgePScalarTarget <- function(S, alpha, lambda, invert = 2L) {
    .Call('ragt2ridges_armaRidgePScalarTarget', PACKAGE = 'ragt2ridges', S, alpha, lambda, invert)
}

.armaRidgeP <- function(S, target, lambda, invert = 2L) {
    .Call('ragt2ridges_armaRidgeP', PACKAGE = 'ragt2ridges', S, target, lambda, invert)
}

.armaVAR1_ridgeML <- function(Yraw, lambdaA, lambdaP, targetA, targetP, targetPtype, fitA, unbalanced, diagP, efficient, nInit, minSuccDiff) {
    .Call('ragt2ridges_armaVAR1_ridgeML', PACKAGE = 'ragt2ridges', Yraw, lambdaA, lambdaP, targetA, targetP, targetPtype, fitA, unbalanced, diagP, efficient, nInit, minSuccDiff)
}

.armaVAR1_ridgeML_zerosA <- function(Yraw, lambdaA, lambdaP, targetA, targetP, targetPtype, fitA, unbalanced, diagP, efficient, nInit, minSuccDiff, zerosR, zerosC, zerosAfit) {
    .Call('ragt2ridges_armaVAR1_ridgeML_zerosA', PACKAGE = 'ragt2ridges', Yraw, lambdaA, lambdaP, targetA, targetP, targetPtype, fitA, unbalanced, diagP, efficient, nInit, minSuccDiff, zerosR, zerosC, zerosAfit)
}

.armaEigenDecomp_blockDiagOnly <- function(symMat, blockDims) {
    .Call('ragt2ridges_armaEigenDecomp_blockDiagOnly_forR', PACKAGE = 'ragt2ridges', symMat, blockDims)
}

.armaVAR1_Shat_ML <- function(Yraw, A) {
    .Call('ragt2ridges_armaVAR1_Shat_ML_forR', PACKAGE = 'ragt2ridges', Yraw, A)
}

.armaVAR1_COVYhat <- function(Yraw) {
    .Call('ragt2ridges_armaVAR1_COVYhat_forR', PACKAGE = 'ragt2ridges', Yraw)
}

.armaVAR1_VARYhat <- function(Yraw, efficient, unbalanced) {
    .Call('ragt2ridges_armaVAR1_VARYhat_forR', PACKAGE = 'ragt2ridges', Yraw, efficient, unbalanced)
}

.armaVAR1_Ahat_zeros <- function(P, COVY, eigvecVARY, eigvalVARY, lambdaA, targetA, fitA, zerosR, zerosC, zerosAfit) {
    .Call('ragt2ridges_armaVAR1_Ahat_zeros_forR', PACKAGE = 'ragt2ridges', P, COVY, eigvecVARY, eigvalVARY, lambdaA, targetA, fitA, zerosR, zerosC, zerosAfit)
}

.armaP_defaultTarget <- function(S, targetType, fraction, multiplier) {
    .Call('ragt2ridges_armaP_defaultTarget_forR', PACKAGE = 'ragt2ridges', S, targetType, fraction, multiplier)
}

.armaVAR_array2cube_withMissing <- function(Yraw, unbalancedR, unbalancedC) {
    .Call('ragt2ridges_armaVAR_array2cube_withMissing_forR', PACKAGE = 'ragt2ridges', Yraw, unbalancedR, unbalancedC)
}

.armaVAR_array2cube_withoutMissing <- function(Yraw) {
    .Call('ragt2ridges_armaVAR_array2cube_withoutMissing_forR', PACKAGE = 'ragt2ridges', Yraw)
}

.armaEigenDecomp <- function(symMat) {
    .Call('ragt2ridges_armaEigenDecomp_forR', PACKAGE = 'ragt2ridges', symMat)
}

.armaVAR1_convergenceEvaluation <- function(Ahat, Aprev, Phat, Pprev) {
    .Call('ragt2ridges_armaVAR1_convergenceEvaluation_forR', PACKAGE = 'ragt2ridges', Ahat, Aprev, Phat, Pprev)
}

.armaVAR1_Ahat_ridgeML <- function(P, COVY, eigvecVARY, eigvalVARY, lambdaA, targetA) {
    .Call('ragt2ridges_armaVAR1_Ahat_ridgeML_forR', PACKAGE = 'ragt2ridges', P, COVY, eigvecVARY, eigvalVARY, lambdaA, targetA)
}

.armaVAR1_Ahat_ridgeSS <- function(VARY, COVY, lambdaA, targetA) {
    .Call('ragt2ridges_armaVAR1_Ahat_ridgeSS_forR', PACKAGE = 'ragt2ridges', VARY, COVY, lambdaA, targetA)
}

.armaVAR1_loglik_LOOCVinternal <- function(Yt1, Yt0, A, P) {
    .Call('ragt2ridges_armaVAR1_loglikLOOCVinternal_forR', PACKAGE = 'ragt2ridges', Yt1, Yt0, A, P)
}

.armaVAR1_loglik <- function(Yraw, A, P) {
    .Call('ragt2ridges_armaVAR1_loglik_forR', PACKAGE = 'ragt2ridges', Yraw, A, P)
}

.armaRidgePchordalInit <- function(S, lambda, target, type, Cliques, Separators) {
    .Call('ragt2ridges_armaRidgePchordalInitWorkhorse', PACKAGE = 'ragt2ridges', S, lambda, target, type, Cliques, Separators)
}

.armaPenLLreparPforNLM <- function(x, E1, E2, S, lambda, target, nonzerosR, nonzerosC) {
    .Call('ragt2ridges_armaPenLLreparPforNLM', PACKAGE = 'ragt2ridges', x, E1, E2, S, lambda, target, nonzerosR, nonzerosC)
}

.armaPenLLreparP <- function(x, E1, E2, S, lambda, target, nonzerosR, nonzerosC) {
    .Call('ragt2ridges_armaPenLLreparP', PACKAGE = 'ragt2ridges', x, E1, E2, S, lambda, target, nonzerosR, nonzerosC)
}

.armaPenLLreparPgrad <- function(x, E1, E2, S, lambda, target, nonzerosR, nonzerosC) {
    .Call('ragt2ridges_armaPenLLreparPgrad', PACKAGE = 'ragt2ridges', x, E1, E2, S, lambda, target, nonzerosR, nonzerosC)
}

.armaPenLLreparGradArchI <- function(x, E1, E2, S, lambda, target, nonzerosR, nonzerosC) {
    .Call('ragt2ridges_armaPenLLreparGradArchI', PACKAGE = 'ragt2ridges', x, E1, E2, S, lambda, target, nonzerosR, nonzerosC)
}

.armaPenLLreparGradArchII <- function(x, E1, E2, S, lambda, target, nonzerosR, nonzerosC) {
    .Call('ragt2ridges_armaPenLLreparGradArchII', PACKAGE = 'ragt2ridges', x, E1, E2, S, lambda, target, nonzerosR, nonzerosC)
}

.armaVAR1fused_Shat_ML <- function(Yraw, As, grp) {
    .Call('ragt2ridges_armaVAR1fused_Shat_ML_forR', PACKAGE = 'ragt2ridges', Yraw, As, grp)
}

.armaVAR1fused_Ahat <- function(As, P, COVYs, eigvecVARYs, eigvalVARYs, lambdaA, lambdaF, targetA, fitA, zerosR, zerosC, zerosAfit, nInitA, minSuccDiffA) {
    .Call('ragt2ridges_armaVAR1fused_Ahat_forR', PACKAGE = 'ragt2ridges', As, P, COVYs, eigvecVARYs, eigvalVARYs, lambdaA, lambdaF, targetA, fitA, zerosR, zerosC, zerosAfit, nInitA, minSuccDiffA)
}

.armaEigenDecomp_stackedCovariances <- function(mats) {
    .Call('ragt2ridges_armaEigenDecomp_stackedCovariances_forR', PACKAGE = 'ragt2ridges', mats)
}

.armaVAR1fused_ridgeML <- function(Yraw, id, lambdaA, lambdaF, lambdaP, targetA, targetP, targetPtype, fitA, unbalanced, diagP, efficient, zerosR, zerosC, zerosAfit, nInit, nInitA, minSuccDiff, minSuccDiffA) {
    .Call('ragt2ridges_armaVAR1fused_ridgeML_forR', PACKAGE = 'ragt2ridges', Yraw, id, lambdaA, lambdaF, lambdaP, targetA, targetP, targetPtype, fitA, unbalanced, diagP, efficient, zerosR, zerosC, zerosAfit, nInit, nInitA, minSuccDiff, minSuccDiffA)
}

.armaVAR1fused_convergenceEvaluation <- function(Ahat, Aprev, Phat, Pprev) {
    .Call('ragt2ridges_armaVAR1fused_convergenceEvaluation_forR', PACKAGE = 'ragt2ridges', Ahat, Aprev, Phat, Pprev)
}

.armaVAR2_ridgeML <- function(Yraw, lambdaA1, lambdaA2, lambdaP, targetA1, targetA2, targetP, targetPtype, fitA12, unbalanced, diagP, efficient, nInit, minSuccDiff) {
    .Call('ragt2ridges_armaVAR2_ridgeML', PACKAGE = 'ragt2ridges', Yraw, lambdaA1, lambdaA2, lambdaP, targetA1, targetA2, targetP, targetPtype, fitA12, unbalanced, diagP, efficient, nInit, minSuccDiff)
}

.armaVAR2_ridgeML_zerosA <- function(Yraw, lambdaA1, lambdaA2, lambdaP, targetA1, targetA2, targetP, targetPtype, fitA12, unbalanced, diagP, efficient, nInit, minSuccDiff, zerosRa, zerosCa, zerosRb, zerosCb, zerosA1fit, zerosA2fit) {
    .Call('ragt2ridges_armaVAR2_ridgeML_zerosA', PACKAGE = 'ragt2ridges', Yraw, lambdaA1, lambdaA2, lambdaP, targetA1, targetA2, targetP, targetPtype, fitA12, unbalanced, diagP, efficient, nInit, minSuccDiff, zerosRa, zerosCa, zerosRb, zerosCb, zerosA1fit, zerosA2fit)
}

.armaVAR2_convergenceEvaluation <- function(Ahat, Aprev, Phat, Pprev) {
    .Call('ragt2ridges_armaVAR2_convergenceEvaluation_forR', PACKAGE = 'ragt2ridges', Ahat, Aprev, Phat, Pprev)
}

.armaVAR2_COVYhat <- function(Yraw) {
    .Call('ragt2ridges_armaVARY_COVYhat_forR', PACKAGE = 'ragt2ridges', Yraw)
}

.armaVAR2_VARYhat <- function(Yraw, efficient) {
    .Call('ragt2ridges_armaVAR2_VARYhat_forR', PACKAGE = 'ragt2ridges', Yraw, efficient)
}

.armaVAR2_Ahat_ridgeSS <- function(COVY, VARY, lambdaA1, lambdaA2, targetA1, targetA2) {
    .Call('ragt2ridges_armaVAR2_Ahat_ridgeSS_forR', PACKAGE = 'ragt2ridges', COVY, VARY, lambdaA1, lambdaA2, targetA1, targetA2)
}

.armaVAR2_Ahat_ridgeML <- function(P, COVY, eigvecVARY, eigvalVARY, lambdaA1, lambdaA2, targetA1, targetA2) {
    .Call('ragt2ridges_armaVAR2_Ahat_ridgeML_forR', PACKAGE = 'ragt2ridges', P, COVY, eigvecVARY, eigvalVARY, lambdaA1, lambdaA2, targetA1, targetA2)
}

.armaVAR2_Shat_ML <- function(Yraw, A1, A2) {
    .Call('ragt2ridges_armaVAR2_Shat_ML_forR', PACKAGE = 'ragt2ridges', Yraw, A1, A2)
}

.armaVAR2_Ahat_zeros <- function(P, COVY, eigvecVARY, eigvalVARY, lambdaA1, lambdaA2, targetA1, targetA2, fitA12, zerosRa, zerosCa, zerosRb, zerosCb, zerosA1fit, zerosA2fit) {
    .Call('ragt2ridges_armaVAR2_Ahat_zeros_forR', PACKAGE = 'ragt2ridges', P, COVY, eigvecVARY, eigvalVARY, lambdaA1, lambdaA2, targetA1, targetA2, fitA12, zerosRa, zerosCa, zerosRb, zerosCb, zerosA1fit, zerosA2fit)
}

.armaVAR2_loglik_LOOCVinternal <- function(Yt2, Yt1, Yt0, A1, A2, P) {
    .Call('ragt2ridges_armaVAR2_loglikLOOCVinternal_forR', PACKAGE = 'ragt2ridges', Yt2, Yt1, Yt0, A1, A2, P)
}

.armaVARX1_ridgeML <- function(Zraw, lambdaA, lambdaB, lambdaP, targetA, targetB, targetP, targetPtype, fitAB, unbalanced, diagP, efficient, nInit, minSuccDiff) {
    .Call('ragt2ridges_armaVARX1_ridgeML', PACKAGE = 'ragt2ridges', Zraw, lambdaA, lambdaB, lambdaP, targetA, targetB, targetP, targetPtype, fitAB, unbalanced, diagP, efficient, nInit, minSuccDiff)
}

.armaVARX1_ridgeML_zerosC <- function(Zraw, lambdaA, lambdaB, lambdaP, targetA, targetB, targetP, targetPtype, fitAB, unbalanced, diagP, efficient, nInit, minSuccDiff, zerosRa, zerosCa, zerosRb, zerosCb, zerosAfit, zerosBfit) {
    .Call('ragt2ridges_armaVARX1_ridgeML_zerosC', PACKAGE = 'ragt2ridges', Zraw, lambdaA, lambdaB, lambdaP, targetA, targetB, targetP, targetPtype, fitAB, unbalanced, diagP, efficient, nInit, minSuccDiff, zerosRa, zerosCa, zerosRb, zerosCb, zerosAfit, zerosBfit)
}

.armaVARX1_Chat_zeros <- function(P, COVZ, eigvecVARZ, eigvalVARZ, lambdaA, lambdaB, targetA, targetB, fitAB, zerosRa, zerosCa, zerosRb, zerosCb, zerosAfit, zerosBfit) {
    .Call('ragt2ridges_armaVARX1_Chat_zeros_forR', PACKAGE = 'ragt2ridges', P, COVZ, eigvecVARZ, eigvalVARZ, lambdaA, lambdaB, targetA, targetB, fitAB, zerosRa, zerosCa, zerosRb, zerosCb, zerosAfit, zerosBfit)
}

.armaVARX1_Chat_ridgeSS <- function(COVZ, VARZ, lambdaA, lambdaB, targetA, targetB) {
    .Call('ragt2ridges_armaVARX1_Chat_ridgeSS_forR', PACKAGE = 'ragt2ridges', COVZ, VARZ, lambdaA, lambdaB, targetA, targetB)
}

.armaVARX1_Chat_ridgeML <- function(P, COVZ, eigvecVARZ, eigvalVARZ, lambdaA, lambdaB, targetA, targetB) {
    .Call('ragt2ridges_armaVARX1_Chat_ridgeML_forR', PACKAGE = 'ragt2ridges', P, COVZ, eigvecVARZ, eigvalVARZ, lambdaA, lambdaB, targetA, targetB)
}

.armaVARX1_convergenceEvaluation <- function(Chat, Cprev, Phat, Pprev) {
    .Call('ragt2ridges_armaVARX1_convergenceEvaluation_forR', PACKAGE = 'ragt2ridges', Chat, Cprev, Phat, Pprev)
}

.armaVARX1_COVZhat <- function(Zraw, pY) {
    .Call('ragt2ridges_armaVARX1_COVZhat_forR', PACKAGE = 'ragt2ridges', Zraw, pY)
}

.armaVARX1_Shat_ML <- function(Zraw, A, B) {
    .Call('ragt2ridges_armaVARX1_Shat_ML_forR', PACKAGE = 'ragt2ridges', Zraw, A, B)
}

.armaVARX1_loglik_LOOCVinternal <- function(Yt1, Yt0, Xt0, A, B, P) {
    .Call('ragt2ridges_armaVARX1_loglikLOOCVinternal_forR', PACKAGE = 'ragt2ridges', Yt1, Yt0, Xt0, A, B, P)
}

# Register entry points for exported C++ functions
methods::setLoadAction(function(ns) {
    .Call('ragt2ridges_RcppExport_registerCCallable', PACKAGE = 'ragt2ridges')
})

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ragt2ridges documentation built on Jan. 28, 2020, 5:08 p.m.