[Rcpp-commits] r3521 - in pkg/RcppSMC: . R deprecated deprecated/rareEvents inst/include man src

[noreply at r-forge.r-project.org]

Author: adamj
Date: 2012-03-18 12:15:52 +0100 (Sun, 18 Mar 2012)
New Revision: 3521

Added:
   pkg/RcppSMC/deprecated/
   pkg/RcppSMC/deprecated/rareEvents/
   pkg/RcppSMC/deprecated/rareEvents/markovchains/
   pkg/RcppSMC/deprecated/rareEvents/rareEvents/
   pkg/RcppSMC/deprecated/rareEvents/rareEventsEx/
   pkg/RcppSMC/deprecated/rareEvents/simfunctions.h
Removed:
   pkg/RcppSMC/R/rareEvents/
   pkg/RcppSMC/inst/include/rareEvents/
   pkg/RcppSMC/man/rareEventsEx/
   pkg/RcppSMC/src/rareEvents/
Modified:
   pkg/RcppSMC/.Rbuildignore
Log:
Restructuring; deprecated files at top level.


Modified: pkg/RcppSMC/.Rbuildignore
===================================================================
--- pkg/RcppSMC/.Rbuildignore	2012-03-18 11:11:44 UTC (rev 3520)
+++ pkg/RcppSMC/.Rbuildignore	2012-03-18 11:15:52 UTC (rev 3521)
@@ -1,4 +1,2 @@
 src/compareGSLtoR
-src/rareEvents
-inst/include/rareEvents
-man/rareEvents
+deprecated

Copied: pkg/RcppSMC/deprecated/rareEvents/simfunctions.h (from rev 3519, pkg/RcppSMC/inst/include/rareEvents/simfunctions.h)
===================================================================
--- pkg/RcppSMC/deprecated/rareEvents/simfunctions.h	                        (rev 0)
+++ pkg/RcppSMC/deprecated/rareEvents/simfunctions.h	2012-03-18 11:15:52 UTC (rev 3521)
@@ -0,0 +1,32 @@
+#include "smctc.h"
+
+#include "markovchains/markovchain.h"
+
+extern long lIterates;
+extern long lNumber;
+extern long lChainLength;
+extern double dSchedule;
+extern double dThreshold;
+
+double logDensity(long lTime, const mChain<double> & X);
+
+smc::particle<mChain<double> > fInitialiseMC(smc::rng *pRng);
+long fSelect(long lTime, const smc::particle<mChain<double> > & p, smc::rng *pRng);
+void fMove1(long lTime, smc::particle<mChain<double> > & pFrom, smc::rng *pRng);
+void fMove2(long lTime, smc::particle<mChain<double> > & pFrom, smc::rng *pRng);
+int fMCMC(long lTime, smc::particle<mChain<double> > & pFrom, smc::rng *pRng);
+
+double pIntegrandPS(long lTime, const smc::particle<mChain<double> >& pPos, void* pVoid);
+double pWidthPS(long lTime, void* pVoid);
+double pIntegrandFS(const mChain<double>& dPos, void* pVoid);
+
+///The number of grid elements to either side of the current state for the single state move
+#define GRIDSIZE 12
+///The value of alpha at the specified time
+#define ALPHA(T) (double(T)*double(dSchedule) / double(lIterates))
+///The terminal version of alpha
+#define FTIME    (ALPHA(lIterates))
+///The exceedance threshold which we are interested in.
+#define THRESHOLD dThreshold
+///The number of steps in the Markov chain
+#define PATHLENGTH lChainLength