R/RcppExports.R

In squipbar/edsProjection: Implements polynomial projection on Maliar & Maliars's EDS grid

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

integrand_ds_alt <- function(endog, exog_lead, gamma, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_integrand_ds_alt', PACKAGE = 'edsProjection', endog, exog_lead, gamma, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby)
}

euler_hat_ds_alt <- function(exog, endog, cont, exog_innov_integ, betta, gamma, coeffs_cont, n_exog, n_endog, n_cont, n_fwd, rho, n_integ, N, upper, lower, cheby, weights, print_rhs = FALSE) {
    .Call('edsProjection_euler_hat_ds_alt', PACKAGE = 'edsProjection', exog, endog, cont, exog_innov_integ, betta, gamma, coeffs_cont, n_exog, n_endog, n_cont, n_fwd, rho, n_integ, N, upper, lower, cheby, weights, print_rhs)
}

contemp_eqns_ds_alt <- function(exog, endog, cont, params, extra_args) {
    .Call('edsProjection_contemp_eqns_ds_alt', PACKAGE = 'edsProjection', exog, endog, cont, params, extra_args)
}

integrand_ds <- function(endog, exog_lead, gamma, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_integrand_ds', PACKAGE = 'edsProjection', endog, exog_lead, gamma, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby)
}

euler_hat_ds <- function(exog, endog, cont, exog_innov_integ, betta, gamma, coeffs_cont, n_exog, n_endog, n_cont, n_fwd, rho, n_integ, N, upper, lower, cheby, weights, print_rhs = FALSE) {
    .Call('edsProjection_euler_hat_ds', PACKAGE = 'edsProjection', exog, endog, cont, exog_innov_integ, betta, gamma, coeffs_cont, n_exog, n_endog, n_cont, n_fwd, rho, n_integ, N, upper, lower, cheby, weights, print_rhs)
}

contemp_eqns_ds <- function(exog, endog, cont, params, extra_args) {
    .Call('edsProjection_contemp_eqns_ds', PACKAGE = 'edsProjection', exog, endog, cont, params, extra_args)
}

keep_mat <- function(X, keep) {
    .Call('edsProjection_keep_mat', PACKAGE = 'edsProjection', X, keep)
}

pcd_scaling <- function(X) {
    .Call('edsProjection_pcd_scaling', PACKAGE = 'edsProjection', X)
}

eds_keep <- function(X_norm, eps) {
    .Call('edsProjection_eds_keep', PACKAGE = 'edsProjection', X_norm, eps)
}

p_eps <- function(X, eps) {
    .Call('edsProjection_p_eps', PACKAGE = 'edsProjection', X, eps)
}

p_eps_const <- function(X, eps) {
    .Call('edsProjection_p_eps_const', PACKAGE = 'edsProjection', X, eps)
}

normal_kernel_density <- function(X, h = 0) {
    .Call('edsProjection_normal_kernel_density', PACKAGE = 'edsProjection', X, h)
}

almost_ergodic_indices <- function(X, delta, h = 0) {
    .Call('edsProjection_almost_ergodic_indices', PACKAGE = 'edsProjection', X, delta, h)
}

almost_ergodic <- function(X, delta, h = 0) {
    .Call('edsProjection_almost_ergodic', PACKAGE = 'edsProjection', X, delta, h)
}

p_eps_cheap_idx <- function(X, eps, delta, h = 0) {
    .Call('edsProjection_p_eps_cheap_idx', PACKAGE = 'edsProjection', X, eps, delta, h)
}

p_eps_cheap <- function(X, eps, delta, h = 0) {
    .Call('edsProjection_p_eps_cheap', PACKAGE = 'edsProjection', X, eps, delta, h)
}

p_eps_cheap_const_idx <- function(X, eps, delta, h = 0) {
    .Call('edsProjection_p_eps_cheap_const_idx', PACKAGE = 'edsProjection', X, eps, delta, h)
}

p_eps_cheap_const <- function(X, eps, delta, h = 0) {
    .Call('edsProjection_p_eps_cheap_const', PACKAGE = 'edsProjection', X, eps, delta, h)
}

integrand_irbc <- function(endog, exog_lead, gamma, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_integrand_irbc', PACKAGE = 'edsProjection', endog, exog_lead, gamma, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby)
}

euler_hat_irbc <- function(exog, endog, cont, exog_innov_integ, betta, theta, gamma, coeffs_cont, n_exog, n_endog, n_cont, n_fwd, rho, n_integ, N, upper, lower, cheby, weights, print_rhs = FALSE) {
    .Call('edsProjection_euler_hat_irbc', PACKAGE = 'edsProjection', exog, endog, cont, exog_innov_integ, betta, theta, gamma, coeffs_cont, n_exog, n_endog, n_cont, n_fwd, rho, n_integ, N, upper, lower, cheby, weights, print_rhs)
}

contemp_eqns_irbc <- function(exog, endog, cont, params, extra_args) {
    .Call('edsProjection_contemp_eqns_irbc', PACKAGE = 'edsProjection', exog, endog, cont, params, extra_args)
}

irbc_reg <- function(exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, n_fwd, rho, n_integ, N, upper, lower, cheby, weights, extra_args, print_rhs = FALSE) {
    .Call('edsProjection_irbc_reg', PACKAGE = 'edsProjection', exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, n_fwd, rho, n_integ, N, upper, lower, cheby, weights, extra_args, print_rhs)
}

euler_hat_grid <- function(coeffs, coeffs_cont, X, lags, params, n_exog, n_endog, n_cont, n_fwd, rho, sig_eps, n_integ, N, upper, lower, cheby, exog_innov_mc, quad = TRUE, n_nodes = 0L, model = "irbc", mono = "none") {
    .Call('edsProjection_euler_hat_grid', PACKAGE = 'edsProjection', coeffs, coeffs_cont, X, lags, params, n_exog, n_endog, n_cont, n_fwd, rho, sig_eps, n_integ, N, upper, lower, cheby, exog_innov_mc, quad, n_nodes, model, mono)
}

contemp_eqns_irbc_grid <- function(X, lags, params, n_exog, n_endog, n_cont, extra_args, model = "irbc") {
    .Call('edsProjection_contemp_eqns_irbc_grid', PACKAGE = 'edsProjection', X, lags, params, n_exog, n_endog, n_cont, extra_args, model)
}

M1_nodes_weights_mat <- function(mu, sigma) {
    .Call('edsProjection_M1_nodes_weights_mat', PACKAGE = 'edsProjection', mu, sigma)
}

integrand_ngm_2 <- function(exog, endog, exog_lead, params, coeffs, n_exog, n_endog, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_integrand_ngm_2', PACKAGE = 'edsProjection', exog, endog, exog_lead, params, coeffs, n_exog, n_endog, N, upper, lower, cheby)
}

euler_hat_ngm_2 <- function(exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs = FALSE) {
    .Call('edsProjection_euler_hat_ngm_2', PACKAGE = 'edsProjection', exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs)
}

integrand_ngm_cont_2 <- function(exog, endog, cont, exog_lead, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_integrand_ngm_cont_2', PACKAGE = 'edsProjection', exog, endog, cont, exog_lead, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby)
}

euler_hat_ngm_cont_2 <- function(exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs = FALSE) {
    .Call('edsProjection_euler_hat_ngm_cont_2', PACKAGE = 'edsProjection', exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs)
}

con_eqns_ngm_2 <- function(exog, endog, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_con_eqns_ngm_2', PACKAGE = 'edsProjection', exog, endog, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby)
}

ngm_reg_2 <- function(exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs = FALSE) {
    .Call('edsProjection_ngm_reg_2', PACKAGE = 'edsProjection', exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs)
}

integrand_ngm_cont <- function(exog, endog, cont, exog_lead, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_integrand_ngm_cont', PACKAGE = 'edsProjection', exog, endog, cont, exog_lead, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby)
}

euler_hat_ngm_cont <- function(exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs = FALSE) {
    .Call('edsProjection_euler_hat_ngm_cont', PACKAGE = 'edsProjection', exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs)
}

con_eqns_ngm <- function(exog, endog, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_con_eqns_ngm', PACKAGE = 'edsProjection', exog, endog, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, N, upper, lower, cheby)
}

ngm_reg <- function(exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs = FALSE) {
    .Call('edsProjection_ngm_reg', PACKAGE = 'edsProjection', exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs)
}

integrand_ngm <- function(exog, endog, exog_lead, params, coeffs, n_exog, n_endog, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_integrand_ngm', PACKAGE = 'edsProjection', exog, endog, exog_lead, params, coeffs, n_exog, n_endog, N, upper, lower, cheby)
}

euler_hat_ngm <- function(exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs = FALSE) {
    .Call('edsProjection_euler_hat_ngm', PACKAGE = 'edsProjection', exog, endog, cont, exog_innov_integ, params, coeffs, coeffs_cont, n_exog, n_endog, n_cont, rho, n_integ, N, upper, lower, cheby, weights, print_rhs)
}

idx_increment <- function(idx, N, K) {
    .Call('edsProjection_idx_increment', PACKAGE = 'edsProjection', idx, N, K)
}

idx_count <- function(N, K) {
    .Call('edsProjection_idx_count', PACKAGE = 'edsProjection', N, K)
}

idx_create <- function(N, K) {
    .Call('edsProjection_idx_create', PACKAGE = 'edsProjection', N, K)
}

ordinary_create <- function(x, N, K) {
    .Call('edsProjection_ordinary_create', PACKAGE = 'edsProjection', x, N, K)
}

cheby_create <- function(x, N, K) {
    .Call('edsProjection_cheby_create', PACKAGE = 'edsProjection', x, N, K)
}

basis_cube <- function(X, N, K, cheby = FALSE) {
    .Call('edsProjection_basis_cube', PACKAGE = 'edsProjection', X, N, K, cheby)
}

X_rescale <- function(X_in, K, pc_rescale = FALSE) {
    .Call('edsProjection_X_rescale', PACKAGE = 'edsProjection', X_in, K, pc_rescale)
}

X_limits <- function(X_in, lower, upper, M, K) {
    .Call('edsProjection_X_limits', PACKAGE = 'edsProjection', X_in, lower, upper, M, K)
}

poly_eval <- function(a, X_in, N, lower, upper, cheby = FALSE) {
    .Call('edsProjection_poly_eval', PACKAGE = 'edsProjection', a, X_in, N, lower, upper, cheby)
}

poly_eval_core <- function(a, m_basis, indices, n_terms, K, M) {
    .Call('edsProjection_poly_eval_core', PACKAGE = 'edsProjection', a, m_basis, indices, n_terms, K, M)
}

coeff_reg_X <- function(X_in, N, lower, upper, cheby = FALSE) {
    .Call('edsProjection_coeff_reg_X', PACKAGE = 'edsProjection', X_in, N, lower, upper, cheby)
}

coeff_reg <- function(y, X_in, N, lower, upper, cheby = FALSE) {
    .Call('edsProjection_coeff_reg', PACKAGE = 'edsProjection', y, X_in, N, lower, upper, cheby)
}

quad_nodes_1d <- function(n_nodes, sig = 1, mu = 0) {
    .Call('edsProjection_quad_nodes_1d', PACKAGE = 'edsProjection', n_nodes, sig, mu)
}

quad_weights_1d <- function(n_nodes) {
    .Call('edsProjection_quad_weights_1d', PACKAGE = 'edsProjection', n_nodes)
}

quad_nodes_weights <- function(n_nodes, n_dim, sig, mu) {
    .Call('edsProjection_quad_nodes_weights', PACKAGE = 'edsProjection', n_nodes, n_dim, sig, mu)
}

quad_nodes_weights_mat <- function(n_nodes, n_dim, sig, mu) {
    .Call('edsProjection_quad_nodes_weights_mat', PACKAGE = 'edsProjection', n_nodes, n_dim, sig, mu)
}

ar1_sim <- function(n_pds, rho, sig_eps, init_flag = FALSE, init = 0) {
    .Call('edsProjection_ar1_sim', PACKAGE = 'edsProjection', n_pds, rho, sig_eps, init_flag, init)
}

var1_sim <- function(n_pds, A, sig_eps, init_flag = FALSE, init = 0) {
    .Call('edsProjection_var1_sim', PACKAGE = 'edsProjection', n_pds, A, sig_eps, init_flag, init)
}

endog_update_slow <- function(exog, endog_old, coeffs, n_exog, n_endog, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_endog_update_slow', PACKAGE = 'edsProjection', exog, endog_old, coeffs, n_exog, n_endog, N, upper, lower, cheby)
}

endog_update <- function(exog, endog_old, coeffs, n_exog, n_endog, N, upper, lower, cheby = FALSE) {
    .Call('edsProjection_endog_update', PACKAGE = 'edsProjection', exog, endog_old, coeffs, n_exog, n_endog, N, upper, lower, cheby)
}

endog_sim <- function(n_out, exog_sim, coeffs, N, upper, lower, endog_init, cheby = FALSE, kappa = 1L, burn = 0L, lag = FALSE) {
    .Call('edsProjection_endog_sim', PACKAGE = 'edsProjection', n_out, exog_sim, coeffs, N, upper, lower, endog_init, cheby, kappa, burn, lag)
}

cont_sim <- function(xn_sim, coeffs_cont, N, n_endog, n_exog, upper, lower, cheby = FALSE) {
    .Call('edsProjection_cont_sim', PACKAGE = 'edsProjection', xn_sim, coeffs_cont, N, n_endog, n_exog, upper, lower, cheby)
}

irf_create <- function(pds, n_sim, N, shk_idx, rho, sig_eps, coeffs, upper, lower, init, n_endog, n_exog, shk = 0, cheby = FALSE) {
    .Call('edsProjection_irf_create', PACKAGE = 'edsProjection', pds, n_sim, N, shk_idx, rho, sig_eps, coeffs, upper, lower, init, n_endog, n_exog, shk, cheby)
}

simDS <- function(u, mod, betta, y1_idx = 0L) {
    .Call('edsProjection_simDS', PACKAGE = 'edsProjection', u, mod, betta, y1_idx)
}

stoch_simDS <- function(mod, sigma, betta, pds = 1e6L, burn = 1e4L, y1_idx = 0L) {
    .Call('edsProjection_stoch_simDS', PACKAGE = 'edsProjection', mod, sigma, betta, pds, burn, y1_idx)
}

euler_hat <- function(coeffs, coeffs_cont, X, model, lags, params, n_exog, n_endog, n_cont, rho, sig_eps, n_integ, N, upper, lower, cheby, exog_innov_mc, quad = TRUE, n_nodes = 0L) {
    .Call('edsProjection_euler_hat', PACKAGE = 'edsProjection', coeffs, coeffs_cont, X, model, lags, params, n_exog, n_endog, n_cont, rho, sig_eps, n_integ, N, upper, lower, cheby, exog_innov_mc, quad, n_nodes)
}

e_cont <- function(coeffs_cont, X, n_exog, n_endog, n_cont, rho, sig_eps, n_integ, N, upper, lower, cheby, exog_innov_mc, quad = TRUE, n_nodes = 0L) {
    .Call('edsProjection_e_cont', PACKAGE = 'edsProjection', coeffs_cont, X, n_exog, n_endog, n_cont, rho, sig_eps, n_integ, N, upper, lower, cheby, exog_innov_mc, quad, n_nodes)
}

real_cont <- function(coeffs_cont, X, n_exog, n_endog, n_cont, rho, sig_eps, N, upper, lower, cheby, seed = 222L) {
    .Call('edsProjection_real_cont', PACKAGE = 'edsProjection', coeffs_cont, X, n_exog, n_endog, n_cont, rho, sig_eps, N, upper, lower, cheby, seed)
}