R/RcppExports.R

In AKLLaursen/powerfor: Provides all code for the thesis An Empirical Comparison of Models for Forecasting Electricity Prices by Andreas Keller Leth Laursen.

# This file was generated by Rcpp::compileAttributes
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

#' Function for calculating exponentially weighted moving average. Written in
#' C++.
#' @param x An atomic vector
#' @param lamb A double
#' @export
ewma <- function(x, lambda = 0.975) {
    .Call('powerfor_ewma', PACKAGE = 'powerfor', x, lambda)
}

#' Loglikelihood function for Escribano2012 model a
#' @param theta A parameter vector
#' @param price A price vector
#' @param week_dum A week dummy matrix
#' @export
loglik_a <- function(theta, price, week_dum) {
    .Call('powerfor_loglik_a', PACKAGE = 'powerfor', theta, price, week_dum)
}

#' Loglikelihood function for Escribano2012 model b
#' @param theta A parameter vector
#' @param price A price vector
#' @param week_dum A week dummy matrix
#' @export
loglik_a_sim <- function(theta, price, week_dum) {
    .Call('powerfor_loglik_a_sim', PACKAGE = 'powerfor', theta, price, week_dum)
}

#' Loglikelihood function for Escribano2012 model b
#' @param theta A parameter vector
#' @param price A price vector
#' @param week_dum A week dummy matrix
#' @export
loglik_a_sim_sum <- function(theta, price, week_dum) {
    .Call('powerfor_loglik_a_sim_sum', PACKAGE = 'powerfor', theta, price, week_dum)
}

#' Loglikelihood function for Escribano2012 model b
#' @param theta A parameter vector
#' @param price A price vector
#' @param week_dum A week dummy matrix
#' @export
loglik_a_sim_sum_neg <- function(theta, price, week_dum) {
    .Call('powerfor_loglik_a_sim_sum_neg', PACKAGE = 'powerfor', theta, price, week_dum)
}