[Yuima-commits] r816 - in pkg/yuima: . R src
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Sep 8 18:47:17 CEST 2022
Author: iacus
Date: 2022-09-08 18:47:16 +0200 (Thu, 08 Sep 2022)
New Revision: 816
Modified:
pkg/yuima/DESCRIPTION
pkg/yuima/NEWS
pkg/yuima/R/RcppExports.R
pkg/yuima/src/RcppExports.cpp
pkg/yuima/src/cce_functions.c
pkg/yuima/src/rng.c
Log:
fixed rng.c and more see NEWS
Modified: pkg/yuima/DESCRIPTION
===================================================================
--- pkg/yuima/DESCRIPTION 2022-09-05 22:42:53 UTC (rev 815)
+++ pkg/yuima/DESCRIPTION 2022-09-08 16:47:16 UTC (rev 816)
@@ -1,7 +1,7 @@
Package: yuima
Type: Package
Title: The YUIMA Project Package for SDEs
-Version: 1.15.14
+Version: 1.15.15
Depends: R(>= 2.10.0), methods, zoo, stats4, utils, expm, cubature,
mvtnorm
Imports: Rcpp (>= 0.12.1), boot (>= 1.3-2), glassoFast,
Modified: pkg/yuima/NEWS
===================================================================
--- pkg/yuima/NEWS 2022-09-05 22:42:53 UTC (rev 815)
+++ pkg/yuima/NEWS 2022-09-08 16:47:16 UTC (rev 816)
@@ -102,16 +102,19 @@
2022/06/22: added simCIR and fitCIR
2022/06/22: modified simCIR and fitCIR.Rd
-v. 1.15.13
-2022/08/22 fixed warning generated by Cpp code
- update package maintainer email
- fix a bug in simulation that appeared
- under special circumstances
- fixed notes on "lines wider than 100 characters:"
- in .Rd files
- fixed \keyword in .Rd files
- fixed invalid urls in man/rng.Rd, man/simBmllag.Rd,
- man/wllag.Rd, man/qmle.Rd
- fixed timing issue in JBtest.Rd
- fixed if(class()...) statements
-
+v. 1.15.15 2022/09/08
+* fixed warnings generated by Cpp code
+* updated package maintainer email
+* fixed a bug in simulation that appeared
+ under special circumstances
+* fixed notes on "lines wider than 100 characters:"
+ in .Rd files
+* fixed \keyword in .Rd files
+* fixed invalid urls in man/rng.Rd, man/simBmllag.Rd,
+ man/wllag.Rd, man/qmle.Rd
+* fixed timing issue in JBtest.Rd
+* fixed if(class()...) statements
+* fixed -Wunused-but-set-variable in cce_functions.c
+* fixed "comparisons like 'X<=Y<=Z' do not have their
+ mathematical meaning [-Wparentheses]" in rng.c
+
Modified: pkg/yuima/R/RcppExports.R
===================================================================
--- pkg/yuima/R/RcppExports.R 2022-09-05 22:42:53 UTC (rev 815)
+++ pkg/yuima/R/RcppExports.R 2022-09-08 16:47:16 UTC (rev 816)
@@ -1,99 +1,99 @@
-# Generated by using Rcpp::compileAttributes() -> do not edit by hand
-# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
-
-evalKernelCpp <- function(Integrand2, Integrand2expr, myenvd1, myenvd2, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName) {
- .Call('_yuima_evalKernelCpp', PACKAGE = 'yuima', Integrand2, Integrand2expr, myenvd1, myenvd2, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName)
-}
-
-evalKernelCpp2 <- function(Integrand2, Integrand2expr, myenvd1, myenvd2, CondIntensity, NameCountingVar, Namecovariates, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName) {
- .Call('_yuima_evalKernelCpp2', PACKAGE = 'yuima', Integrand2, Integrand2expr, myenvd1, myenvd2, CondIntensity, NameCountingVar, Namecovariates, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName)
-}
-
-sqnorm <- function(x) {
- .Call('_yuima_sqnorm', PACKAGE = 'yuima', x)
-}
-
-makeprop <- function(mu, sample, low, up) {
- .Call('_yuima_makeprop', PACKAGE = 'yuima', mu, sample, low, up)
-}
-
-is_zero <- function(x) {
- .Call('_yuima_is_zero', PACKAGE = 'yuima', x)
-}
-
-cpp_split <- function(str, sep) {
- .Call('_yuima_cpp_split', PACKAGE = 'yuima', str, sep)
-}
-
-cpp_paste <- function(x, y, sep) {
- .Call('_yuima_cpp_paste', PACKAGE = 'yuima', x, y, sep)
-}
-
-cpp_collapse <- function(str, sep) {
- .Call('_yuima_cpp_collapse', PACKAGE = 'yuima', str, sep)
-}
-
-cpp_outer <- function(x, y) {
- .Call('_yuima_cpp_outer', PACKAGE = 'yuima', x, y)
-}
-
-cpp_ito_outer <- function(x, y) {
- .Call('_yuima_cpp_ito_outer', PACKAGE = 'yuima', x, y)
-}
-
-cpp_to_str <- function(i) {
- .Call('_yuima_cpp_to_str', PACKAGE = 'yuima', i)
-}
-
-cpp_label <- function(I) {
- .Call('_yuima_cpp_label', PACKAGE = 'yuima', I)
-}
-
-cpp_ito_product <- function(idx, dZ, Z_K, K, d, a, p, q = 0L) {
- .Call('_yuima_cpp_ito_product', PACKAGE = 'yuima', idx, dZ, Z_K, K, d, a, p, q)
-}
-
-cpp_E <- function(str) {
- .Call('_yuima_cpp_E', PACKAGE = 'yuima', str)
-}
-
-cpp_ito <- function(K_set, dZ, Z_K, d, r) {
- .Call('_yuima_cpp_ito', PACKAGE = 'yuima', K_set, dZ, Z_K, d, r)
-}
-
-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)
-}
-
-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)
-}
-
-residualCpp <- function(dx, a, b, w, h) {
- .Call('_yuima_residualCpp', PACKAGE = 'yuima', dx, a, b, w, h)
-}
-
+# Generated by using Rcpp::compileAttributes() -> do not edit by hand
+# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
+
+evalKernelCpp <- function(Integrand2, Integrand2expr, myenvd1, myenvd2, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName) {
+ .Call('_yuima_evalKernelCpp', PACKAGE = 'yuima', Integrand2, Integrand2expr, myenvd1, myenvd2, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName)
+}
+
+evalKernelCpp2 <- function(Integrand2, Integrand2expr, myenvd1, myenvd2, CondIntensity, NameCountingVar, Namecovariates, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName) {
+ .Call('_yuima_evalKernelCpp2', PACKAGE = 'yuima', Integrand2, Integrand2expr, myenvd1, myenvd2, CondIntensity, NameCountingVar, Namecovariates, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName)
+}
+
+sqnorm <- function(x) {
+ .Call('_yuima_sqnorm', PACKAGE = 'yuima', x)
+}
+
+makeprop <- function(mu, sample, low, up) {
+ .Call('_yuima_makeprop', PACKAGE = 'yuima', mu, sample, low, up)
+}
+
+is_zero <- function(x) {
+ .Call('_yuima_is_zero', PACKAGE = 'yuima', x)
+}
+
+cpp_split <- function(str, sep) {
+ .Call('_yuima_cpp_split', PACKAGE = 'yuima', str, sep)
+}
+
+cpp_paste <- function(x, y, sep) {
+ .Call('_yuima_cpp_paste', PACKAGE = 'yuima', x, y, sep)
+}
+
+cpp_collapse <- function(str, sep) {
+ .Call('_yuima_cpp_collapse', PACKAGE = 'yuima', str, sep)
+}
+
+cpp_outer <- function(x, y) {
+ .Call('_yuima_cpp_outer', PACKAGE = 'yuima', x, y)
+}
+
+cpp_ito_outer <- function(x, y) {
+ .Call('_yuima_cpp_ito_outer', PACKAGE = 'yuima', x, y)
+}
+
+cpp_to_str <- function(i) {
+ .Call('_yuima_cpp_to_str', PACKAGE = 'yuima', i)
+}
+
+cpp_label <- function(I) {
+ .Call('_yuima_cpp_label', PACKAGE = 'yuima', I)
+}
+
+cpp_ito_product <- function(idx, dZ, Z_K, K, d, a, p, q = 0L) {
+ .Call('_yuima_cpp_ito_product', PACKAGE = 'yuima', idx, dZ, Z_K, K, d, a, p, q)
+}
+
+cpp_E <- function(str) {
+ .Call('_yuima_cpp_E', PACKAGE = 'yuima', str)
+}
+
+cpp_ito <- function(K_set, dZ, Z_K, d, r) {
+ .Call('_yuima_cpp_ito', PACKAGE = 'yuima', K_set, dZ, Z_K, d, r)
+}
+
+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)
+}
+
+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)
+}
+
+residualCpp <- function(dx, a, b, w, h) {
+ .Call('_yuima_residualCpp', PACKAGE = 'yuima', dx, a, b, w, h)
+}
+
Modified: pkg/yuima/src/RcppExports.cpp
===================================================================
--- pkg/yuima/src/RcppExports.cpp 2022-09-05 22:42:53 UTC (rev 815)
+++ pkg/yuima/src/RcppExports.cpp 2022-09-08 16:47:16 UTC (rev 816)
@@ -1,346 +1,346 @@
-// 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;
-
-#ifdef RCPP_USE_GLOBAL_ROSTREAM
-Rcpp::Rostream<true>& Rcpp::Rcout = Rcpp::Rcpp_cout_get();
-Rcpp::Rostream<false>& Rcpp::Rcerr = Rcpp::Rcpp_cerr_get();
-#endif
-
-// evalKernelCpp
-NumericVector evalKernelCpp(StringMatrix Integrand2, ExpressionVector Integrand2expr, Environment myenvd1, Environment myenvd2, LogicalVector ExistdN, LogicalVector ExistdX, NumericVector gridTime, IntegerVector dimCol, StringVector NameCol, StringVector JumpTimeName);
-RcppExport SEXP _yuima_evalKernelCpp(SEXP Integrand2SEXP, SEXP Integrand2exprSEXP, SEXP myenvd1SEXP, SEXP myenvd2SEXP, SEXP ExistdNSEXP, SEXP ExistdXSEXP, SEXP gridTimeSEXP, SEXP dimColSEXP, SEXP NameColSEXP, SEXP JumpTimeNameSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< StringMatrix >::type Integrand2(Integrand2SEXP);
- Rcpp::traits::input_parameter< ExpressionVector >::type Integrand2expr(Integrand2exprSEXP);
- Rcpp::traits::input_parameter< Environment >::type myenvd1(myenvd1SEXP);
- Rcpp::traits::input_parameter< Environment >::type myenvd2(myenvd2SEXP);
- Rcpp::traits::input_parameter< LogicalVector >::type ExistdN(ExistdNSEXP);
- Rcpp::traits::input_parameter< LogicalVector >::type ExistdX(ExistdXSEXP);
- Rcpp::traits::input_parameter< NumericVector >::type gridTime(gridTimeSEXP);
- Rcpp::traits::input_parameter< IntegerVector >::type dimCol(dimColSEXP);
- Rcpp::traits::input_parameter< StringVector >::type NameCol(NameColSEXP);
- Rcpp::traits::input_parameter< StringVector >::type JumpTimeName(JumpTimeNameSEXP);
- rcpp_result_gen = Rcpp::wrap(evalKernelCpp(Integrand2, Integrand2expr, myenvd1, myenvd2, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName));
- return rcpp_result_gen;
-END_RCPP
-}
-// evalKernelCpp2
-NumericVector evalKernelCpp2(StringMatrix Integrand2, ExpressionVector Integrand2expr, Environment myenvd1, Environment myenvd2, LogicalVector CondIntensity, StringVector NameCountingVar, StringVector Namecovariates, LogicalVector ExistdN, LogicalVector ExistdX, List gridTime, IntegerVector dimCol, StringVector NameCol, StringVector JumpTimeName);
-RcppExport SEXP _yuima_evalKernelCpp2(SEXP Integrand2SEXP, SEXP Integrand2exprSEXP, SEXP myenvd1SEXP, SEXP myenvd2SEXP, SEXP CondIntensitySEXP, SEXP NameCountingVarSEXP, SEXP NamecovariatesSEXP, SEXP ExistdNSEXP, SEXP ExistdXSEXP, SEXP gridTimeSEXP, SEXP dimColSEXP, SEXP NameColSEXP, SEXP JumpTimeNameSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< StringMatrix >::type Integrand2(Integrand2SEXP);
- Rcpp::traits::input_parameter< ExpressionVector >::type Integrand2expr(Integrand2exprSEXP);
- Rcpp::traits::input_parameter< Environment >::type myenvd1(myenvd1SEXP);
- Rcpp::traits::input_parameter< Environment >::type myenvd2(myenvd2SEXP);
- Rcpp::traits::input_parameter< LogicalVector >::type CondIntensity(CondIntensitySEXP);
- Rcpp::traits::input_parameter< StringVector >::type NameCountingVar(NameCountingVarSEXP);
- Rcpp::traits::input_parameter< StringVector >::type Namecovariates(NamecovariatesSEXP);
- Rcpp::traits::input_parameter< LogicalVector >::type ExistdN(ExistdNSEXP);
- Rcpp::traits::input_parameter< LogicalVector >::type ExistdX(ExistdXSEXP);
- Rcpp::traits::input_parameter< List >::type gridTime(gridTimeSEXP);
- Rcpp::traits::input_parameter< IntegerVector >::type dimCol(dimColSEXP);
- Rcpp::traits::input_parameter< StringVector >::type NameCol(NameColSEXP);
- Rcpp::traits::input_parameter< StringVector >::type JumpTimeName(JumpTimeNameSEXP);
- rcpp_result_gen = Rcpp::wrap(evalKernelCpp2(Integrand2, Integrand2expr, myenvd1, myenvd2, CondIntensity, NameCountingVar, Namecovariates, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName));
- 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
-}
-// is_zero
-bool is_zero(std::string const& x);
-RcppExport SEXP _yuima_is_zero(SEXP xSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< std::string const& >::type x(xSEXP);
- rcpp_result_gen = Rcpp::wrap(is_zero(x));
- return rcpp_result_gen;
-END_RCPP
-}
-// cpp_split
-std::vector< std::vector<std::string> > cpp_split(std::vector<std::string> const& str, std::string const sep);
-RcppExport SEXP _yuima_cpp_split(SEXP strSEXP, SEXP sepSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< std::vector<std::string> const& >::type str(strSEXP);
- Rcpp::traits::input_parameter< std::string const >::type sep(sepSEXP);
- rcpp_result_gen = Rcpp::wrap(cpp_split(str, sep));
- return rcpp_result_gen;
-END_RCPP
-}
-// cpp_paste
-std::vector<std::string> cpp_paste(std::vector<std::string> const& x, std::vector<std::string> const& y, std::string const sep);
-RcppExport SEXP _yuima_cpp_paste(SEXP xSEXP, SEXP ySEXP, SEXP sepSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< std::vector<std::string> const& >::type x(xSEXP);
- Rcpp::traits::input_parameter< std::vector<std::string> const& >::type y(ySEXP);
- Rcpp::traits::input_parameter< std::string const >::type sep(sepSEXP);
- rcpp_result_gen = Rcpp::wrap(cpp_paste(x, y, sep));
- return rcpp_result_gen;
-END_RCPP
-}
-// cpp_collapse
-std::string cpp_collapse(std::vector<std::string> const& str, std::string const sep);
-RcppExport SEXP _yuima_cpp_collapse(SEXP strSEXP, SEXP sepSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< std::vector<std::string> const& >::type str(strSEXP);
- Rcpp::traits::input_parameter< std::string const >::type sep(sepSEXP);
- rcpp_result_gen = Rcpp::wrap(cpp_collapse(str, sep));
- return rcpp_result_gen;
-END_RCPP
-}
-// cpp_outer
-std::vector<std::string> cpp_outer(std::vector<std::string> const& x, std::vector<std::string> const& y);
-RcppExport SEXP _yuima_cpp_outer(SEXP xSEXP, SEXP ySEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< std::vector<std::string> const& >::type x(xSEXP);
- Rcpp::traits::input_parameter< std::vector<std::string> const& >::type y(ySEXP);
- rcpp_result_gen = Rcpp::wrap(cpp_outer(x, y));
- return rcpp_result_gen;
-END_RCPP
-}
-// cpp_ito_outer
-std::vector<std::string> cpp_ito_outer(std::vector<std::string> const& x, std::vector<std::string> const& y);
-RcppExport SEXP _yuima_cpp_ito_outer(SEXP xSEXP, SEXP ySEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< std::vector<std::string> const& >::type x(xSEXP);
- Rcpp::traits::input_parameter< std::vector<std::string> const& >::type y(ySEXP);
- rcpp_result_gen = Rcpp::wrap(cpp_ito_outer(x, y));
- return rcpp_result_gen;
-END_RCPP
-}
-// cpp_to_str
-std::string cpp_to_str(int const& i);
-RcppExport SEXP _yuima_cpp_to_str(SEXP iSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< int const& >::type i(iSEXP);
- rcpp_result_gen = Rcpp::wrap(cpp_to_str(i));
- return rcpp_result_gen;
-END_RCPP
-}
-// cpp_label
-std::string cpp_label(std::vector<int> I);
-RcppExport SEXP _yuima_cpp_label(SEXP ISEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< std::vector<int> >::type I(ISEXP);
- rcpp_result_gen = Rcpp::wrap(cpp_label(I));
- return rcpp_result_gen;
-END_RCPP
-}
-// cpp_ito_product
-std::vector<std::string> cpp_ito_product(std::vector<int> const& idx, List const& dZ, List const& Z_K, std::vector<int> const& K, int d, int a, int p, int q);
-RcppExport SEXP _yuima_cpp_ito_product(SEXP idxSEXP, SEXP dZSEXP, SEXP Z_KSEXP, SEXP KSEXP, SEXP dSEXP, SEXP aSEXP, SEXP pSEXP, SEXP qSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< std::vector<int> const& >::type idx(idxSEXP);
- Rcpp::traits::input_parameter< List const& >::type dZ(dZSEXP);
- Rcpp::traits::input_parameter< List const& >::type Z_K(Z_KSEXP);
- Rcpp::traits::input_parameter< std::vector<int> const& >::type K(KSEXP);
- Rcpp::traits::input_parameter< int >::type d(dSEXP);
- Rcpp::traits::input_parameter< int >::type a(aSEXP);
- Rcpp::traits::input_parameter< int >::type p(pSEXP);
- Rcpp::traits::input_parameter< int >::type q(qSEXP);
- rcpp_result_gen = Rcpp::wrap(cpp_ito_product(idx, dZ, Z_K, K, d, a, p, q));
- return rcpp_result_gen;
-END_RCPP
-}
-// cpp_E
-std::vector<std::string> cpp_E(std::vector<std::string> str);
-RcppExport SEXP _yuima_cpp_E(SEXP strSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< std::vector<std::string> >::type str(strSEXP);
- rcpp_result_gen = Rcpp::wrap(cpp_E(str));
- return rcpp_result_gen;
-END_RCPP
-}
-// cpp_ito
-List cpp_ito(List const& K_set, List const& dZ, List const& Z_K, int d, int r);
-RcppExport SEXP _yuima_cpp_ito(SEXP K_setSEXP, SEXP dZSEXP, SEXP Z_KSEXP, SEXP dSEXP, SEXP rSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< List const& >::type K_set(K_setSEXP);
- Rcpp::traits::input_parameter< List const& >::type dZ(dZSEXP);
- Rcpp::traits::input_parameter< List const& >::type Z_K(Z_KSEXP);
- Rcpp::traits::input_parameter< int >::type d(dSEXP);
- Rcpp::traits::input_parameter< int >::type r(rSEXP);
- rcpp_result_gen = Rcpp::wrap(cpp_ito(K_set, dZ, Z_K, d, r));
- 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
-}
-// 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
-}
-// residualCpp
-NumericVector residualCpp(NumericVector dx, NumericVector a, NumericVector b, double w, double h);
-RcppExport SEXP _yuima_residualCpp(SEXP dxSEXP, SEXP aSEXP, SEXP bSEXP, SEXP wSEXP, SEXP hSEXP) {
-BEGIN_RCPP
- Rcpp::RObject rcpp_result_gen;
- Rcpp::RNGScope rcpp_rngScope_gen;
- Rcpp::traits::input_parameter< NumericVector >::type dx(dxSEXP);
- Rcpp::traits::input_parameter< NumericVector >::type a(aSEXP);
- Rcpp::traits::input_parameter< NumericVector >::type b(bSEXP);
- Rcpp::traits::input_parameter< double >::type w(wSEXP);
- Rcpp::traits::input_parameter< double >::type h(hSEXP);
- rcpp_result_gen = Rcpp::wrap(residualCpp(dx, a, b, w, 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;
+
+#ifdef RCPP_USE_GLOBAL_ROSTREAM
+Rcpp::Rostream<true>& Rcpp::Rcout = Rcpp::Rcpp_cout_get();
+Rcpp::Rostream<false>& Rcpp::Rcerr = Rcpp::Rcpp_cerr_get();
+#endif
+
+// evalKernelCpp
+NumericVector evalKernelCpp(StringMatrix Integrand2, ExpressionVector Integrand2expr, Environment myenvd1, Environment myenvd2, LogicalVector ExistdN, LogicalVector ExistdX, NumericVector gridTime, IntegerVector dimCol, StringVector NameCol, StringVector JumpTimeName);
+RcppExport SEXP _yuima_evalKernelCpp(SEXP Integrand2SEXP, SEXP Integrand2exprSEXP, SEXP myenvd1SEXP, SEXP myenvd2SEXP, SEXP ExistdNSEXP, SEXP ExistdXSEXP, SEXP gridTimeSEXP, SEXP dimColSEXP, SEXP NameColSEXP, SEXP JumpTimeNameSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< StringMatrix >::type Integrand2(Integrand2SEXP);
+ Rcpp::traits::input_parameter< ExpressionVector >::type Integrand2expr(Integrand2exprSEXP);
+ Rcpp::traits::input_parameter< Environment >::type myenvd1(myenvd1SEXP);
+ Rcpp::traits::input_parameter< Environment >::type myenvd2(myenvd2SEXP);
+ Rcpp::traits::input_parameter< LogicalVector >::type ExistdN(ExistdNSEXP);
+ Rcpp::traits::input_parameter< LogicalVector >::type ExistdX(ExistdXSEXP);
+ Rcpp::traits::input_parameter< NumericVector >::type gridTime(gridTimeSEXP);
+ Rcpp::traits::input_parameter< IntegerVector >::type dimCol(dimColSEXP);
+ Rcpp::traits::input_parameter< StringVector >::type NameCol(NameColSEXP);
+ Rcpp::traits::input_parameter< StringVector >::type JumpTimeName(JumpTimeNameSEXP);
+ rcpp_result_gen = Rcpp::wrap(evalKernelCpp(Integrand2, Integrand2expr, myenvd1, myenvd2, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName));
+ return rcpp_result_gen;
+END_RCPP
+}
+// evalKernelCpp2
+NumericVector evalKernelCpp2(StringMatrix Integrand2, ExpressionVector Integrand2expr, Environment myenvd1, Environment myenvd2, LogicalVector CondIntensity, StringVector NameCountingVar, StringVector Namecovariates, LogicalVector ExistdN, LogicalVector ExistdX, List gridTime, IntegerVector dimCol, StringVector NameCol, StringVector JumpTimeName);
+RcppExport SEXP _yuima_evalKernelCpp2(SEXP Integrand2SEXP, SEXP Integrand2exprSEXP, SEXP myenvd1SEXP, SEXP myenvd2SEXP, SEXP CondIntensitySEXP, SEXP NameCountingVarSEXP, SEXP NamecovariatesSEXP, SEXP ExistdNSEXP, SEXP ExistdXSEXP, SEXP gridTimeSEXP, SEXP dimColSEXP, SEXP NameColSEXP, SEXP JumpTimeNameSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< StringMatrix >::type Integrand2(Integrand2SEXP);
+ Rcpp::traits::input_parameter< ExpressionVector >::type Integrand2expr(Integrand2exprSEXP);
+ Rcpp::traits::input_parameter< Environment >::type myenvd1(myenvd1SEXP);
+ Rcpp::traits::input_parameter< Environment >::type myenvd2(myenvd2SEXP);
+ Rcpp::traits::input_parameter< LogicalVector >::type CondIntensity(CondIntensitySEXP);
+ Rcpp::traits::input_parameter< StringVector >::type NameCountingVar(NameCountingVarSEXP);
+ Rcpp::traits::input_parameter< StringVector >::type Namecovariates(NamecovariatesSEXP);
+ Rcpp::traits::input_parameter< LogicalVector >::type ExistdN(ExistdNSEXP);
+ Rcpp::traits::input_parameter< LogicalVector >::type ExistdX(ExistdXSEXP);
+ Rcpp::traits::input_parameter< List >::type gridTime(gridTimeSEXP);
+ Rcpp::traits::input_parameter< IntegerVector >::type dimCol(dimColSEXP);
+ Rcpp::traits::input_parameter< StringVector >::type NameCol(NameColSEXP);
+ Rcpp::traits::input_parameter< StringVector >::type JumpTimeName(JumpTimeNameSEXP);
+ rcpp_result_gen = Rcpp::wrap(evalKernelCpp2(Integrand2, Integrand2expr, myenvd1, myenvd2, CondIntensity, NameCountingVar, Namecovariates, ExistdN, ExistdX, gridTime, dimCol, NameCol, JumpTimeName));
+ 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
+}
+// is_zero
+bool is_zero(std::string const& x);
+RcppExport SEXP _yuima_is_zero(SEXP xSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< std::string const& >::type x(xSEXP);
+ rcpp_result_gen = Rcpp::wrap(is_zero(x));
+ return rcpp_result_gen;
+END_RCPP
+}
+// cpp_split
+std::vector< std::vector<std::string> > cpp_split(std::vector<std::string> const& str, std::string const sep);
+RcppExport SEXP _yuima_cpp_split(SEXP strSEXP, SEXP sepSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< std::vector<std::string> const& >::type str(strSEXP);
+ Rcpp::traits::input_parameter< std::string const >::type sep(sepSEXP);
+ rcpp_result_gen = Rcpp::wrap(cpp_split(str, sep));
+ return rcpp_result_gen;
+END_RCPP
+}
+// cpp_paste
+std::vector<std::string> cpp_paste(std::vector<std::string> const& x, std::vector<std::string> const& y, std::string const sep);
+RcppExport SEXP _yuima_cpp_paste(SEXP xSEXP, SEXP ySEXP, SEXP sepSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< std::vector<std::string> const& >::type x(xSEXP);
+ Rcpp::traits::input_parameter< std::vector<std::string> const& >::type y(ySEXP);
+ Rcpp::traits::input_parameter< std::string const >::type sep(sepSEXP);
+ rcpp_result_gen = Rcpp::wrap(cpp_paste(x, y, sep));
+ return rcpp_result_gen;
+END_RCPP
+}
+// cpp_collapse
+std::string cpp_collapse(std::vector<std::string> const& str, std::string const sep);
+RcppExport SEXP _yuima_cpp_collapse(SEXP strSEXP, SEXP sepSEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< std::vector<std::string> const& >::type str(strSEXP);
+ Rcpp::traits::input_parameter< std::string const >::type sep(sepSEXP);
+ rcpp_result_gen = Rcpp::wrap(cpp_collapse(str, sep));
+ return rcpp_result_gen;
+END_RCPP
+}
+// cpp_outer
+std::vector<std::string> cpp_outer(std::vector<std::string> const& x, std::vector<std::string> const& y);
+RcppExport SEXP _yuima_cpp_outer(SEXP xSEXP, SEXP ySEXP) {
+BEGIN_RCPP
+ Rcpp::RObject rcpp_result_gen;
+ Rcpp::RNGScope rcpp_rngScope_gen;
+ Rcpp::traits::input_parameter< std::vector<std::string> const& >::type x(xSEXP);
[TRUNCATED]
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