R/RcppExports.R

Defines functions loglik_par_t_c loglik_par_c kalman_gain_par_mr pvmr_par_c estimate_par_c estimate_rho_par_c lagged_variance_c

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

lagged_variance_c <- function(X, k, n) {
    .Call('partialCI_lagged_variance_c', PACKAGE = 'partialCI', X, k, n)
}

estimate_rho_par_c <- function(X) {
    .Call('partialCI_estimate_rho_par_c', PACKAGE = 'partialCI', X)
}

estimate_par_c <- function(X, rho_max = 1.0) {
    .Call('partialCI_estimate_par_c', PACKAGE = 'partialCI', X, rho_max)
}

pvmr_par_c <- function(rho, sigma_M, sigma_R) {
    .Call('partialCI_pvmr_par_c', PACKAGE = 'partialCI', rho, sigma_M, sigma_R)
}

kalman_gain_par_mr <- function(rho, sigma_M, sigma_R) {
    .Call('partialCI_kalman_gain_par_mr', PACKAGE = 'partialCI', rho, sigma_M, sigma_R)
}

loglik_par_c <- function(Y, rho, sigma_M, sigma_R, M0, R0) {
    .Call('partialCI_loglik_par_c', PACKAGE = 'partialCI', Y, rho, sigma_M, sigma_R, M0, R0)
}

loglik_par_t_c <- function(Y, rho, sigma_M, sigma_R, M0, R0, nu = 5.0) {
    .Call('partialCI_loglik_par_t_c', PACKAGE = 'partialCI', Y, rho, sigma_M, sigma_R, M0, R0, nu)
}
matthewclegg/partialCI documentation built on May 21, 2019, 1 p.m.