[Yuima-commits] r612 - in pkg/yuima: . R src
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon May 15 23:38:04 CEST 2017
Author: lorenzo
Date: 2017-05-15 23:38:03 +0200 (Mon, 15 May 2017)
New Revision: 612
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/R/DiagnosticCogarch.R
pkg/yuima/R/PseudoLogLikCOGARCH.R
pkg/yuima/R/RcppExports.R
pkg/yuima/src/RcppExports.cpp
pkg/yuima/src/yuima_init.c
Log:
Fixed cogarch rcpp armadillo
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2017-05-04 19:18:53 UTC (rev 611)
+++ pkg/yuima/DESCRIPTION 2017-05-15 21:38:03 UTC (rev 612)
@@ -1,7 +1,7 @@
Package: yuima
Type: Package
Title: The YUIMA Project Package for SDEs
-Version: 1.6.4
+Version: 1.6.5
Depends: R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature, mvtnorm
Imports: Rcpp (>= 0.12.1)
Author: YUIMA Project Team
Modified: pkg/yuima/R/DiagnosticCogarch.R
===================================================================
--- pkg/yuima/R/DiagnosticCogarch.R 2017-05-04 19:18:53 UTC (rev 611)
+++ pkg/yuima/R/DiagnosticCogarch.R 2017-05-15 21:38:03 UTC (rev 612)
@@ -49,6 +49,10 @@
fullcoeff <- c(ar.name, ma.name, loc.par,xinit.name)
nm<-names(param)
+ if(!all(xinit.name %in% nm)){
+ fullcoeff <- c(ar.name, ma.name, loc.par)
+ }
+
oo <- match(nm, fullcoeff)
if(!is(yuima.cogarch,"cogarch.est")){
if(length(na.omit(oo))!=length(fullcoeff))
Modified: pkg/yuima/R/PseudoLogLikCOGARCH.R
===================================================================
--- pkg/yuima/R/PseudoLogLikCOGARCH.R 2017-05-04 19:18:53 UTC (rev 611)
+++ pkg/yuima/R/PseudoLogLikCOGARCH.R 2017-05-15 21:38:03 UTC (rev 612)
@@ -281,20 +281,25 @@
# #
}else{
- DeltatB1 <- lapply(as.list(Deltat), function(dt,B){expm(B*dt)} , B)
- DeltatB2 <- lapply(as.list(Deltat), function(dt,B){expm(B*dt)} , Btilde)
- DeltatB3 <- lapply(as.list(-Deltat), function(dt,B){expm(B*dt)} , Btilde)
+ # DeltatB1 <- lapply(as.list(Deltat), function(dt,B){expm(B*dt)} , B)
+ # DeltatB2 <- lapply(as.list(Deltat), function(dt,B){expm(B*dt)} , Btilde)
+ # DeltatB3 <- lapply(as.list(-Deltat), function(dt,B){expm(B*dt)} , Btilde)
+ #
+ # for(i in c(1:(env$nObs-1))){
+ # VarDeltaG <- as.numeric(a0*Deltat[i]*bq/(bq-a1)+ta%*%DeltatB2[[i]]%*%InvBtilde%*%(I-DeltatB3[[i]])%*%(state-stateMean))
+ # state <- (I+DeltaG2[i]/V*e%*%ta)%*%DeltatB1[[i]]%*%state+a0*DeltaG2[i]/V*e
+ # V <- as.numeric(a0+ta%*% state)
+ # PseudologLik<--1/2*(DeltaG2[i]/VarDeltaG+log(VarDeltaG)+log(2*pi))+PseudologLik
+ # }
+ #
+#
+ PseudologLik <- 0
+ PseudologLik <- Irregular_PseudoLoglik_COG(lengthObs=(env$nObs-1), B, Btilde, InvBtilde, a0,
+ bq, a1, V, PseudologLik, ta, state, stateMean, e, DeltaG2, Deltat)
- for(i in c(1:(env$nObs-1))){
- VarDeltaG <- as.numeric(a0*Deltat[i]*bq/(bq-a1)+ta%*%DeltatB2[[i]]%*%InvBtilde%*%(I-DeltatB3[[i]])%*%(state-stateMean))
- state <- (I+DeltaG2[i]/V*e%*%ta)%*%DeltatB1[[i]]%*%state+a0*DeltaG2[i]/V*e
- V <- as.numeric(a0+ta%*% state)
- PseudologLik<--1/2*(DeltaG2[i]/VarDeltaG+log(VarDeltaG)+log(2*pi))+PseudologLik
- }
- }
+ PseudologLik<-PseudologLik-penalty
+
#
-# PseudologLik <- 0
-#
# for(i in c(1:(env$nObs-1))){
# VarDeltaG <- a0*Deltat*bq/(bq-a1)+ dummyMatr%*%(state-stateMean)
# #state <- (I+DeltaG2[i]/V*e%*%ta)%*%DeltatB1%*%state+a0*DeltaG2[i]/V*e
@@ -326,6 +331,7 @@
# }
# }
+ }
minusPseudoLogLik <- -PseudologLik
return(minusPseudoLogLik)
}
Modified: pkg/yuima/R/RcppExports.R
===================================================================
--- pkg/yuima/R/RcppExports.R 2017-05-04 19:18:53 UTC (rev 611)
+++ pkg/yuima/R/RcppExports.R 2017-05-15 21:38:03 UTC (rev 612)
@@ -1,39 +1,43 @@
-# Generated by using Rcpp::compileAttributes() -> do not edit by hand
-# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
-
-sqnorm <- function(x) {
- .Call('yuima_sqnorm', PACKAGE = 'yuima', x)
-}
-
-makeprop <- function(mu, sample, low, up) {
- .Call('yuima_makeprop', PACKAGE = 'yuima', mu, sample, low, up)
-}
-
-W1 <- function(crossdx, b, A, h) {
- .Call('yuima_W1', PACKAGE = 'yuima', crossdx, b, A, h)
-}
-
-W2 <- function(dx, b, h) {
- .Call('yuima_W2', PACKAGE = 'yuima', dx, b, h)
-}
-
-detcpp <- function(A) {
- .Call('yuima_detcpp', PACKAGE = 'yuima', A)
-}
-
-Smake <- function(b, d) {
- .Call('yuima_Smake', PACKAGE = 'yuima', b, d)
-}
-
-solvecpp <- function(A) {
- .Call('yuima_solvecpp', PACKAGE = 'yuima', A)
-}
-
-sub_f <- function(S, b) {
- .Call('yuima_sub_f', PACKAGE = 'yuima', S, b)
-}
-
-likndim <- function(dx, b, A, h) {
- .Call('yuima_likndim', PACKAGE = 'yuima', dx, b, A, h)
-}
-
+# Generated by using Rcpp::compileAttributes() -> do not edit by hand
+# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
+
+W1 <- function(crossdx, b, A, h) {
+ .Call('yuima_W1', PACKAGE = 'yuima', crossdx, b, A, h)
+}
+
+W2 <- function(dx, b, h) {
+ .Call('yuima_W2', PACKAGE = 'yuima', dx, b, h)
+}
+
+sqnorm <- function(x) {
+ .Call('yuima_sqnorm', PACKAGE = 'yuima', x)
+}
+
+makeprop <- function(mu, sample, low, up) {
+ .Call('yuima_makeprop', PACKAGE = 'yuima', mu, sample, low, up)
+}
+
+Irregular_PseudoLoglik_COG <- function(lengthObs, B, Btilde, InvBtilde, a0, bq, a1, V, PseudologLik, ta, state, stateMean, e, DeltaG2, Deltat) {
+ .Call('yuima_Irregular_PseudoLoglik_COG', PACKAGE = 'yuima', lengthObs, B, Btilde, InvBtilde, a0, bq, a1, V, PseudologLik, ta, state, stateMean, e, DeltaG2, Deltat)
+}
+
+detcpp <- function(A) {
+ .Call('yuima_detcpp', PACKAGE = 'yuima', A)
+}
+
+Smake <- function(b, d) {
+ .Call('yuima_Smake', PACKAGE = 'yuima', b, d)
+}
+
+solvecpp <- function(A) {
+ .Call('yuima_solvecpp', PACKAGE = 'yuima', A)
+}
+
+sub_f <- function(S, b) {
+ .Call('yuima_sub_f', PACKAGE = 'yuima', S, b)
+}
+
+likndim <- function(dx, b, A, h) {
+ .Call('yuima_likndim', PACKAGE = 'yuima', dx, b, A, h)
+}
+
Modified: pkg/yuima/src/RcppExports.cpp
===================================================================
--- pkg/yuima/src/RcppExports.cpp 2017-05-04 19:18:53 UTC (rev 611)
+++ pkg/yuima/src/RcppExports.cpp 2017-05-15 21:38:03 UTC (rev 612)
@@ -1,119 +1,145 @@
-// Generated by using Rcpp::compileAttributes() -> do not edit by hand
-// Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
-
-#include <Rcpp.h>
-
-using namespace Rcpp;
-
-// sqnorm
-double sqnorm(NumericVector x);
-RcppExport SEXP yuima_sqnorm(SEXP xSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< NumericVector >::type x(xSEXP);
- rcpp_result_gen = Rcpp::wrap(sqnorm(x));
- return rcpp_result_gen;
-END_RCPP
-}
-// makeprop
-NumericVector makeprop(NumericVector mu, NumericVector sample, NumericVector low, NumericVector up);
-RcppExport SEXP yuima_makeprop(SEXP muSEXP, SEXP sampleSEXP, SEXP lowSEXP, SEXP upSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< NumericVector >::type mu(muSEXP);
- Rcpp::traits::input_parameter< NumericVector >::type sample(sampleSEXP);
- Rcpp::traits::input_parameter< NumericVector >::type low(lowSEXP);
- Rcpp::traits::input_parameter< NumericVector >::type up(upSEXP);
- rcpp_result_gen = Rcpp::wrap(makeprop(mu, sample, low, up));
- return rcpp_result_gen;
-END_RCPP
-}
-// W1
-double W1(NumericMatrix crossdx, NumericMatrix b, NumericMatrix A, double h);
-RcppExport SEXP yuima_W1(SEXP crossdxSEXP, SEXP bSEXP, SEXP ASEXP, SEXP hSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< NumericMatrix >::type crossdx(crossdxSEXP);
- Rcpp::traits::input_parameter< NumericMatrix >::type b(bSEXP);
- Rcpp::traits::input_parameter< NumericMatrix >::type A(ASEXP);
- Rcpp::traits::input_parameter< double >::type h(hSEXP);
- rcpp_result_gen = Rcpp::wrap(W1(crossdx, b, A, h));
- return rcpp_result_gen;
-END_RCPP
-}
-// W2
-double W2(NumericMatrix dx, NumericMatrix b, double h);
-RcppExport SEXP yuima_W2(SEXP dxSEXP, SEXP bSEXP, SEXP hSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< NumericMatrix >::type dx(dxSEXP);
- Rcpp::traits::input_parameter< NumericMatrix >::type b(bSEXP);
- Rcpp::traits::input_parameter< double >::type h(hSEXP);
- rcpp_result_gen = Rcpp::wrap(W2(dx, b, h));
- return rcpp_result_gen;
-END_RCPP
-}
-// detcpp
-double detcpp(NumericMatrix A);
-RcppExport SEXP yuima_detcpp(SEXP ASEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< NumericMatrix >::type A(ASEXP);
- rcpp_result_gen = Rcpp::wrap(detcpp(A));
- return rcpp_result_gen;
-END_RCPP
-}
-// Smake
-NumericMatrix Smake(NumericVector b, int d);
-RcppExport SEXP yuima_Smake(SEXP bSEXP, SEXP dSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< NumericVector >::type b(bSEXP);
- Rcpp::traits::input_parameter< int >::type d(dSEXP);
- rcpp_result_gen = Rcpp::wrap(Smake(b, d));
- return rcpp_result_gen;
-END_RCPP
-}
-// solvecpp
-NumericMatrix solvecpp(NumericMatrix A);
-RcppExport SEXP yuima_solvecpp(SEXP ASEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< NumericMatrix >::type A(ASEXP);
- rcpp_result_gen = Rcpp::wrap(solvecpp(A));
- return rcpp_result_gen;
-END_RCPP
-}
-// sub_f
-double sub_f(NumericMatrix S, NumericVector b);
-RcppExport SEXP yuima_sub_f(SEXP SSEXP, SEXP bSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< NumericMatrix >::type S(SSEXP);
- Rcpp::traits::input_parameter< NumericVector >::type b(bSEXP);
- rcpp_result_gen = Rcpp::wrap(sub_f(S, b));
- return rcpp_result_gen;
-END_RCPP
-}
-// likndim
-double likndim(NumericMatrix dx, NumericMatrix b, NumericMatrix A, double h);
-RcppExport SEXP yuima_likndim(SEXP dxSEXP, SEXP bSEXP, SEXP ASEXP, SEXP hSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< NumericMatrix >::type dx(dxSEXP);
- Rcpp::traits::input_parameter< NumericMatrix >::type b(bSEXP);
- Rcpp::traits::input_parameter< NumericMatrix >::type A(ASEXP);
- Rcpp::traits::input_parameter< double >::type h(hSEXP);
- rcpp_result_gen = Rcpp::wrap(likndim(dx, b, A, h));
- return rcpp_result_gen;
-END_RCPP
-}
+// Generated by using Rcpp::compileAttributes() -> do not edit by hand
+// Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
+
+#include <RcppArmadillo.h>
+#include <Rcpp.h>
+
+using namespace Rcpp;
+
+// W1
+double W1(NumericMatrix crossdx, NumericMatrix b, NumericMatrix A, double h);
+RcppExport SEXP yuima_W1(SEXP crossdxSEXP, SEXP bSEXP, SEXP ASEXP, SEXP hSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< NumericMatrix >::type crossdx(crossdxSEXP);
+ Rcpp::traits::input_parameter< NumericMatrix >::type b(bSEXP);
+ Rcpp::traits::input_parameter< NumericMatrix >::type A(ASEXP);
+ Rcpp::traits::input_parameter< double >::type h(hSEXP);
+ rcpp_result_gen = Rcpp::wrap(W1(crossdx, b, A, h));
+ return rcpp_result_gen;
+END_RCPP
+}
+// W2
+double W2(NumericMatrix dx, NumericMatrix b, double h);
+RcppExport SEXP yuima_W2(SEXP dxSEXP, SEXP bSEXP, SEXP hSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< NumericMatrix >::type dx(dxSEXP);
+ Rcpp::traits::input_parameter< NumericMatrix >::type b(bSEXP);
+ Rcpp::traits::input_parameter< double >::type h(hSEXP);
+ rcpp_result_gen = Rcpp::wrap(W2(dx, b, h));
+ return rcpp_result_gen;
+END_RCPP
+}
+// sqnorm
+double sqnorm(NumericVector x);
+RcppExport SEXP yuima_sqnorm(SEXP xSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< NumericVector >::type x(xSEXP);
+ rcpp_result_gen = Rcpp::wrap(sqnorm(x));
+ return rcpp_result_gen;
+END_RCPP
+}
+// makeprop
+NumericVector makeprop(NumericVector mu, NumericVector sample, NumericVector low, NumericVector up);
+RcppExport SEXP yuima_makeprop(SEXP muSEXP, SEXP sampleSEXP, SEXP lowSEXP, SEXP upSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< NumericVector >::type mu(muSEXP);
+ Rcpp::traits::input_parameter< NumericVector >::type sample(sampleSEXP);
+ Rcpp::traits::input_parameter< NumericVector >::type low(lowSEXP);
+ Rcpp::traits::input_parameter< NumericVector >::type up(upSEXP);
+ rcpp_result_gen = Rcpp::wrap(makeprop(mu, sample, low, up));
+ return rcpp_result_gen;
+END_RCPP
+}
+// Irregular_PseudoLoglik_COG
+double Irregular_PseudoLoglik_COG(int lengthObs, arma::mat B, arma::mat Btilde, arma::mat InvBtilde, double a0, double bq, double a1, double V, double PseudologLik, arma::rowvec ta, arma::colvec state, arma::colvec stateMean, arma::colvec e, arma::vec DeltaG2, arma::vec Deltat);
+RcppExport SEXP yuima_Irregular_PseudoLoglik_COG(SEXP lengthObsSEXP, SEXP BSEXP, SEXP BtildeSEXP, SEXP InvBtildeSEXP, SEXP a0SEXP, SEXP bqSEXP, SEXP a1SEXP, SEXP VSEXP, SEXP PseudologLikSEXP, SEXP taSEXP, SEXP stateSEXP, SEXP stateMeanSEXP, SEXP eSEXP, SEXP DeltaG2SEXP, SEXP DeltatSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< int >::type lengthObs(lengthObsSEXP);
+ Rcpp::traits::input_parameter< arma::mat >::type B(BSEXP);
+ Rcpp::traits::input_parameter< arma::mat >::type Btilde(BtildeSEXP);
+ Rcpp::traits::input_parameter< arma::mat >::type InvBtilde(InvBtildeSEXP);
+ Rcpp::traits::input_parameter< double >::type a0(a0SEXP);
+ Rcpp::traits::input_parameter< double >::type bq(bqSEXP);
+ Rcpp::traits::input_parameter< double >::type a1(a1SEXP);
+ Rcpp::traits::input_parameter< double >::type V(VSEXP);
+ Rcpp::traits::input_parameter< double >::type PseudologLik(PseudologLikSEXP);
+ Rcpp::traits::input_parameter< arma::rowvec >::type ta(taSEXP);
+ Rcpp::traits::input_parameter< arma::colvec >::type state(stateSEXP);
+ Rcpp::traits::input_parameter< arma::colvec >::type stateMean(stateMeanSEXP);
+ Rcpp::traits::input_parameter< arma::colvec >::type e(eSEXP);
+ Rcpp::traits::input_parameter< arma::vec >::type DeltaG2(DeltaG2SEXP);
+ Rcpp::traits::input_parameter< arma::vec >::type Deltat(DeltatSEXP);
+ rcpp_result_gen = Rcpp::wrap(Irregular_PseudoLoglik_COG(lengthObs, B, Btilde, InvBtilde, a0, bq, a1, V, PseudologLik, ta, state, stateMean, e, DeltaG2, Deltat));
+ return rcpp_result_gen;
+END_RCPP
+}
+// detcpp
+double detcpp(NumericMatrix A);
+RcppExport SEXP yuima_detcpp(SEXP ASEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< NumericMatrix >::type A(ASEXP);
+ rcpp_result_gen = Rcpp::wrap(detcpp(A));
+ return rcpp_result_gen;
+END_RCPP
+}
+// Smake
+NumericMatrix Smake(NumericVector b, int d);
+RcppExport SEXP yuima_Smake(SEXP bSEXP, SEXP dSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< NumericVector >::type b(bSEXP);
+ Rcpp::traits::input_parameter< int >::type d(dSEXP);
+ rcpp_result_gen = Rcpp::wrap(Smake(b, d));
+ return rcpp_result_gen;
+END_RCPP
+}
+// solvecpp
+NumericMatrix solvecpp(NumericMatrix A);
+RcppExport SEXP yuima_solvecpp(SEXP ASEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< NumericMatrix >::type A(ASEXP);
+ rcpp_result_gen = Rcpp::wrap(solvecpp(A));
+ return rcpp_result_gen;
+END_RCPP
+}
+// sub_f
+double sub_f(NumericMatrix S, NumericVector b);
+RcppExport SEXP yuima_sub_f(SEXP SSEXP, SEXP bSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< NumericMatrix >::type S(SSEXP);
+ Rcpp::traits::input_parameter< NumericVector >::type b(bSEXP);
+ rcpp_result_gen = Rcpp::wrap(sub_f(S, b));
+ return rcpp_result_gen;
+END_RCPP
+}
+// likndim
+double likndim(NumericMatrix dx, NumericMatrix b, NumericMatrix A, double h);
+RcppExport SEXP yuima_likndim(SEXP dxSEXP, SEXP bSEXP, SEXP ASEXP, SEXP hSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< NumericMatrix >::type dx(dxSEXP);
+ Rcpp::traits::input_parameter< NumericMatrix >::type b(bSEXP);
+ Rcpp::traits::input_parameter< NumericMatrix >::type A(ASEXP);
+ Rcpp::traits::input_parameter< double >::type h(hSEXP);
+ rcpp_result_gen = Rcpp::wrap(likndim(dx, b, A, h));
+ return rcpp_result_gen;
+END_RCPP
+}
Modified: pkg/yuima/src/yuima_init.c
===================================================================
--- pkg/yuima/src/yuima_init.c 2017-05-04 19:18:53 UTC (rev 611)
+++ pkg/yuima/src/yuima_init.c 2017-05-15 21:38:03 UTC (rev 612)
@@ -1,78 +1,80 @@
-#include <R.h>
-#include <Rinternals.h>
-#include <stdlib.h> // for NULL
-#include <R_ext/Rdynload.h>
-
-/* FIXME:
- Check these declarations against the C/Fortran source code.
-*/
-
-/* .C calls */
-extern void HYcrosscorr(void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *);
-extern void HYcrosscov(void *, void *, void *, void *, void *, void *, void *, void *, void *, void *);
-extern void HayashiYoshida(void *, void *, void *, void *, void *, void *, void *);
-extern void bibsynchro(void *, void *, void *, void *, void *, void *, void *, void *, void *);
-extern void ctsubsampling(void *, void *, void *, void *, void *, void *, void *);
-extern void hyavar(void *, void *, void *, void *, void *, void *, void *, void *, void *);
-extern void hycrossavar(void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *);
-extern void krprod(void *, void *, void *, void *);
-extern void msrc(void *, void *, void *, void *, void *, void *, void *);
-extern void pHayashiYoshida(void *, void *, void *, void *, void *, void *, void *, void *);
-extern void rGIG(void *, void *, void *, void *, void *);
-extern void refreshsampling(void *, void *, void *, void *, void *, void *, void *, void *, void *);
-extern void refreshsamplingphy(void *, void *, void *, void *, void *, void *, void *, void *, void *, void *);
-extern void rpts(void *, void *, void *, void *, void *);
-
-/* .Call calls */
-extern SEXP Cycle_Carma(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
-extern SEXP euler(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
-extern SEXP pseudoLoglik_COGARCH1(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
-extern SEXP yuima_Smake(SEXP, SEXP);
-extern SEXP yuima_W1(SEXP, SEXP, SEXP, SEXP);
-extern SEXP yuima_W2(SEXP, SEXP, SEXP);
-extern SEXP yuima_detcpp(SEXP);
-extern SEXP yuima_likndim(SEXP, SEXP, SEXP, SEXP);
-extern SEXP yuima_makeprop(SEXP, SEXP, SEXP, SEXP);
-extern SEXP yuima_solvecpp(SEXP);
-extern SEXP yuima_sqnorm(SEXP);
-extern SEXP yuima_sub_f(SEXP, SEXP);
-
-static const R_CMethodDef CEntries[] = {
- {"HYcrosscorr", (DL_FUNC) &HYcrosscorr, 12},
- {"HYcrosscov", (DL_FUNC) &HYcrosscov, 10},
- {"HayashiYoshida", (DL_FUNC) &HayashiYoshida, 7},
- {"bibsynchro", (DL_FUNC) &bibsynchro, 9},
- {"ctsubsampling", (DL_FUNC) &ctsubsampling, 7},
- {"hyavar", (DL_FUNC) &hyavar, 9},
- {"hycrossavar", (DL_FUNC) &hycrossavar, 19},
- {"krprod", (DL_FUNC) &krprod, 4},
- {"msrc", (DL_FUNC) &msrc, 7},
- {"pHayashiYoshida", (DL_FUNC) &pHayashiYoshida, 8},
- {"rGIG", (DL_FUNC) &rGIG, 5},
- {"refreshsampling", (DL_FUNC) &refreshsampling, 9},
- {"refreshsamplingphy", (DL_FUNC) &refreshsamplingphy, 10},
- {"rpts", (DL_FUNC) &rpts, 5},
- {NULL, NULL, 0}
-};
-
-static const R_CallMethodDef CallEntries[] = {
- {"Cycle_Carma", (DL_FUNC) &Cycle_Carma, 12},
- {"euler", (DL_FUNC) &euler, 11},
- {"pseudoLoglik_COGARCH1", (DL_FUNC) &pseudoLoglik_COGARCH1, 14},
- {"yuima_Smake", (DL_FUNC) &yuima_Smake, 2},
- {"yuima_W1", (DL_FUNC) &yuima_W1, 4},
- {"yuima_W2", (DL_FUNC) &yuima_W2, 3},
- {"yuima_detcpp", (DL_FUNC) &yuima_detcpp, 1},
- {"yuima_likndim", (DL_FUNC) &yuima_likndim, 4},
- {"yuima_makeprop", (DL_FUNC) &yuima_makeprop, 4},
- {"yuima_solvecpp", (DL_FUNC) &yuima_solvecpp, 1},
- {"yuima_sqnorm", (DL_FUNC) &yuima_sqnorm, 1},
- {"yuima_sub_f", (DL_FUNC) &yuima_sub_f, 2},
- {NULL, NULL, 0}
-};
-
-void R_init_yuima(DllInfo *dll)
-{
- R_registerRoutines(dll, CEntries, CallEntries, NULL, NULL);
- R_useDynamicSymbols(dll, FALSE);
-}
+#include <R.h>
+#include <Rinternals.h>
+#include <stdlib.h> // for NULL
+#include <R_ext/Rdynload.h>
+
+/* FIXME:
+Check these declarations against the C/Fortran source code.
+*/
+
+/* .C calls */
+extern void bibsynchro(void *, void *, void *, void *, void *, void *, void *, void *, void *);
+extern void ctsubsampling(void *, void *, void *, void *, void *, void *, void *);
+extern void HayashiYoshida(void *, void *, void *, void *, void *, void *, void *);
+extern void hyavar(void *, void *, void *, void *, void *, void *, void *, void *, void *);
+extern void hycrossavar(void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *);
+extern void HYcrosscorr(void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *, void *);
+extern void HYcrosscov(void *, void *, void *, void *, void *, void *, void *, void *, void *, void *);
+extern void krprod(void *, void *, void *, void *);
+extern void msrc(void *, void *, void *, void *, void *, void *, void *);
+extern void pHayashiYoshida(void *, void *, void *, void *, void *, void *, void *, void *);
+extern void refreshsampling(void *, void *, void *, void *, void *, void *, void *, void *, void *);
+extern void refreshsamplingphy(void *, void *, void *, void *, void *, void *, void *, void *, void *, void *);
+extern void rGIG(void *, void *, void *, void *, void *);
+extern void rpts(void *, void *, void *, void *, void *);
+
+/* .Call calls */
+extern SEXP Cycle_Carma(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
+extern SEXP euler(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
+extern SEXP pseudoLoglik_COGARCH1(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
+extern SEXP yuima_detcpp(SEXP);
+extern SEXP yuima_Irregular_PseudoLoglik_COG(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
+extern SEXP yuima_likndim(SEXP, SEXP, SEXP, SEXP);
+extern SEXP yuima_makeprop(SEXP, SEXP, SEXP, SEXP);
+extern SEXP yuima_Smake(SEXP, SEXP);
+extern SEXP yuima_solvecpp(SEXP);
+extern SEXP yuima_sqnorm(SEXP);
+extern SEXP yuima_sub_f(SEXP, SEXP);
+extern SEXP yuima_W1(SEXP, SEXP, SEXP, SEXP);
+extern SEXP yuima_W2(SEXP, SEXP, SEXP);
+
+static const R_CMethodDef CEntries[] = {
+ {"bibsynchro", (DL_FUNC) &bibsynchro, 9},
+ {"ctsubsampling", (DL_FUNC) &ctsubsampling, 7},
+ {"HayashiYoshida", (DL_FUNC) &HayashiYoshida, 7},
+ {"hyavar", (DL_FUNC) &hyavar, 9},
+ {"hycrossavar", (DL_FUNC) &hycrossavar, 19},
+ {"HYcrosscorr", (DL_FUNC) &HYcrosscorr, 12},
+ {"HYcrosscov", (DL_FUNC) &HYcrosscov, 10},
+ {"krprod", (DL_FUNC) &krprod, 4},
+ {"msrc", (DL_FUNC) &msrc, 7},
+ {"pHayashiYoshida", (DL_FUNC) &pHayashiYoshida, 8},
+ {"refreshsampling", (DL_FUNC) &refreshsampling, 9},
+ {"refreshsamplingphy", (DL_FUNC) &refreshsamplingphy, 10},
+ {"rGIG", (DL_FUNC) &rGIG, 5},
+ {"rpts", (DL_FUNC) &rpts, 5},
+ {NULL, NULL, 0}
+};
+
+static const R_CallMethodDef CallEntries[] = {
+ {"Cycle_Carma", (DL_FUNC) &Cycle_Carma, 12},
+ {"euler", (DL_FUNC) &euler, 11},
+ {"pseudoLoglik_COGARCH1", (DL_FUNC) &pseudoLoglik_COGARCH1, 14},
+ {"yuima_detcpp", (DL_FUNC) &yuima_detcpp, 1},
+ {"yuima_Irregular_PseudoLoglik_COG", (DL_FUNC) &yuima_Irregular_PseudoLoglik_COG, 15},
+ {"yuima_likndim", (DL_FUNC) &yuima_likndim, 4},
+ {"yuima_makeprop", (DL_FUNC) &yuima_makeprop, 4},
+ {"yuima_Smake", (DL_FUNC) &yuima_Smake, 2},
+ {"yuima_solvecpp", (DL_FUNC) &yuima_solvecpp, 1},
+ {"yuima_sqnorm", (DL_FUNC) &yuima_sqnorm, 1},
+ {"yuima_sub_f", (DL_FUNC) &yuima_sub_f, 2},
+ {"yuima_W1", (DL_FUNC) &yuima_W1, 4},
+ {"yuima_W2", (DL_FUNC) &yuima_W2, 3},
+ {NULL, NULL, 0}
+};
+
+void R_init_yuima(DllInfo *dll)
+{
+ R_registerRoutines(dll, CEntries, CallEntries, NULL, NULL);
+ R_useDynamicSymbols(dll, FALSE);
+}
More information about the Yuima-commits
mailing list