R/RcppExports.R

In opendoor-labs/TCSDecomp: Structrual time series decomposition using the Kalman filter

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

Rginv <- function(m) {
    .Call('_TCSDecomp_Rginv', PACKAGE = 'TCSDecomp', m)
}

kalman_filter <- function(B0, P0, Dt, At, Ft, Ht, Qt, Rt, yt, X, beta) {
    .Call('_TCSDecomp_kalman_filter', PACKAGE = 'TCSDecomp', B0, P0, Dt, At, Ft, Ht, Qt, Rt, yt, X, beta)
}

kalman_smoother <- function(B_tl, B_tt, P_tl, P_tt, Ft) {
    .Call('_TCSDecomp_kalman_smoother', PACKAGE = 'TCSDecomp', B_tl, B_tt, P_tl, P_tt, Ft)
}