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forecast.h
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forecast.h
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#ifndef _FORECAST_H_
#define _FORECAST_H_
#include <RcppArmadillo.h>
Rcpp::List forecast_bsvar (
arma::cube& posterior_B, // (N, N, S)
arma::cube& posterior_A, // (N, K, S)
arma::vec& X_T, // (K)
const int horizon
);
Rcpp::List forecast_bsvar_msh (
arma::cube& posterior_B, // (N, N, S)
arma::cube& posterior_A, // (N, K, S)
arma::cube& posterior_sigma2, // (N, M, S)
arma::cube& posterior_PR_TR, // (M, M, S)
arma::vec& X_T, // (K)
arma::vec& S_T, // (M)
const int horizon
);
Rcpp::List forecast_bsvar_sv (
arma::cube& posterior_B, // (N, N, S)
arma::cube& posterior_A, // (N, K, S)
arma::cube& posterior_h_T, // NxS
arma::mat& posterior_rho, // NxS
arma::mat& posterior_omega, // NxS
arma::vec& X_T, // (K)
const int horizon
);
#endif // _BSVARTOOLS_H_