R/RcppExports.R

In riskParityPortfolio: Design of Risk Parity Portfolios

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

risk_parity_portfolio_ccd_spinu <- function(Sigma, b, tol, maxiter) {
    .Call('_riskParityPortfolio_risk_parity_portfolio_ccd_spinu', PACKAGE = 'riskParityPortfolio', Sigma, b, tol, maxiter)
}

risk_parity_portfolio_ccd_roncalli <- function(Sigma, b, tol, maxiter) {
    .Call('_riskParityPortfolio_risk_parity_portfolio_ccd_roncalli', PACKAGE = 'riskParityPortfolio', Sigma, b, tol, maxiter)
}

active_risk_parity_portfolio_ccd <- function(Sigma, b, mu, c, r, tol, maxiter) {
    .Call('_riskParityPortfolio_active_risk_parity_portfolio_ccd', PACKAGE = 'riskParityPortfolio', Sigma, b, mu, c, r, tol, maxiter)
}

risk_parity_portfolio_nn <- function(Sigma, b, tol, maxiter) {
    .Call('_riskParityPortfolio_risk_parity_portfolio_nn', PACKAGE = 'riskParityPortfolio', Sigma, b, tol, maxiter)
}

obj_function_spinu <- function(Sigma, x, b) {
    .Call('_riskParityPortfolio_obj_function_spinu', PACKAGE = 'riskParityPortfolio', Sigma, x, b)
}

obj_function_roncalli <- function(Sigma, x, b) {
    .Call('_riskParityPortfolio_obj_function_roncalli', PACKAGE = 'riskParityPortfolio', Sigma, x, b)
}

rpp_equality_constraints_iteration <- function(Cmat, cvec, Qk, qk) {
    .Call('_riskParityPortfolio_rpp_equality_constraints_iteration', PACKAGE = 'riskParityPortfolio', Cmat, cvec, Qk, qk)
}

project_onto_equality_constraint_set <- function(w, Cmat, cvec) {
    .Call('_riskParityPortfolio_project_onto_equality_constraint_set', PACKAGE = 'riskParityPortfolio', w, Cmat, cvec)
}

rpp_eq_and_ineq_constraints_iteration <- function(Cmat, cvec, Dmat, dvec, Qk, qk, wk, dual_mu_0, dual_mu_minus_1, dual_lmd_0, dual_lmd_minus_1, maxiter, tol) {
    .Call('_riskParityPortfolio_rpp_eq_and_ineq_constraints_iteration', PACKAGE = 'riskParityPortfolio', Cmat, cvec, Dmat, dvec, Qk, qk, wk, dual_mu_0, dual_mu_minus_1, dual_lmd_0, dual_lmd_minus_1, maxiter, tol)
}