NAMESPACE

useDynLib(CopulaModel)
import(cubature)
# other libraries are need for specific functions and are not included here:
# mvtnorm, fGarch, igraph, combinat, abind
# pmvnorm (library mvtnorm) is used by functions pmfmordprobit, mhrA
# garchFit (library fGarch) is used by function gfiltersubset
# minimum.spanning.tree and others in library igraph are used by
#                    function gausstrvine.mst
#    (updated August 2015 to use igraph instead of igraph0)
# permn (library combinat) is used by functions mprobitvsRvine, f90mprobitvsRvine
# abind (library abind) is used by functions ir1factpmf, ir2factpmf

export(pcop,dcop,logdcop,pcond,qcond,rcop,rmcop) # generic
export(cparbound)  # information on copula parameter bounds

# 1-parameter bivariate copula families + bivariate t
# pcop, dcop, logdcop, pcond, qcond, rcop, cpar2depmeas, depmeas2cpar
export(pbnorm,pbvt) # pbnorm.c pbvt.f90 for bivariate normal/t cdf vectorized
export(pbvtcop,pbvncop)
export(dbvt,dbvtcop,dbvn,dbvn2,dbvncop) # 2 versions for dbvn 
export(logdbvtcop,logdbvn,logdbvncop)
export(pcondbvncop,pcondbvtcop,pcondt) 
export(qcondbvncop,qcondbvtcop,qcondt)  
export(ppla,pfrk,pmtcj,pmtcjr,pjoe,pgum,pgumr,pgal,phr)
export(dpla,dfrk,dmtcj,dmtcjr,djoe,dgum,dgumr,dgal,dhr)
export(logdpla,logdfrk,logdmtcj,logdmtcjr,logdjoe,logdgum,logdgal,logdhr)
export(logdfgm,dfgm,pfgm)
export(pcondpla,pcondfrk,pcondmtcj,pcondmtcjr,pcondjoe,pcondgum,pcondgumr,pcondgal,pcondhr,pcondfgm)
export(qcondpla,qcondfrk,qcondmtcj,qcondmtcjr,qcondjoe,qcondgum,qcondgumr,qcondgal,qcondhr,qcondfgm)
export(rfrk,rmtcj)
export(rpla,rjoe,rgum,rgumr,rgal,rhr)  # rgum.c etc

export(bvn.b2cpar,bvn.cpar2tau,bvn.cpar2b,bvn.cpar2rhoS,bvn.rhoS2cpar)
export(bvt.cpar2lm,bvt.lm2cpar,bvt.dep2cpar)
export(bvn.tau2cpar,bvt.cpar2tau,bvt.cpar2b,bvt.b2cpar,bvt.tau2cpar )
export(pla.b2cpar,frk.b2cpar,mtcj.b2cpar,joe.b2cpar,gum.b2cpar,gal.b2cpar,hr.b2cpar)
export(pla.cpar2rhoS,pla.rhoS2cpar,frk.cpar2rhoS,frk.cpar2tau,gum.cpar2tau,gum.tau2cpar)
export(mtcj.cpar2tau,mtcj.tau2cpar,joe.cpar2tau)
export(gum.cpar2rhoS, gal.cpar2rhoS, gal.cpar2tau, hr.cpar2rhoS, hr.cpar2tau)
export(mtcj.cpar2lm,mtcj.lm2cpar,joe.cpar2lm,joe.lm2cpar)
export(gum.cpar2lm, gum.lm2cpar,gal.cpar2lm,gal.lm2cpar,hr.cpar2lm,hr.lm2cpar)
export(depmeas2cpar)

# Archimedean copula from integrated positive stable
export(pipsA,dipsA,pcondipsA,qcondipsA,logdipsA)
export(ripsA,ipsA.cpar2tau,ipsA.tau2cpar)
export(pipsAr,dipsAr,pcondipsAr,qcondipsAr,logdipsAr)
# Archimedean copula from inverse gamma LT
export(pinvgamA,dinvgamA,pcondinvgamA,logdinvgamA)
export(rminvgamA,invgamA.cpar2tau,invgamA.tau2cpar)

# 2-parameter bivariate copula families
# pcop, dcop, logdcop, pcond, qcond, rcop
export(pbb1,pbb1r,pbb2,pbb3,pbb4,pbb4r,pbb7,pbb7r,pbb9)
export(dbb1,dbb1r,dbb2,dbb3,dbb4,dbb4r,dbb7,dbb7r,dbb9)
export(logdbb1,logdbb1r,logdbb7)
export(pcondbb1,pcondbb1r,pcondbb2,pcondbb3,pcondbb4,pcondbb7,pcondbb7r,pcondbb9)
export(qcondbb1,qcondbb1r,qcondbb2,qcondbb3,qcondbb4,qcondbb7,qcondbb7r,qcondbb9)
export(bb1.b2cpar,bb1.cpar2tau,bb1.lm2cpar,bb1.cpar2lm,bb1.tau2eqlm,bb1.dep2cpar)
export(bb7.lm2cpar,bb7.cpar2lm)
export(bb4.lm2cpar,bb4.cpar2lm)
export(rbb1,rbb2,rbb3,rbb4,rbb5,rbb6,rbb7,rbb8,rbb9,rbb10)  # rbb1.c etc
export(pbb5,pbb6,pbb8,pbb10)
export(dbb5,dbb6,dbb8,dbb10)
export(pcondbb5,pcondbb6,pcondbb8,pcondbb10)
export(qcondbb5,qcondbb6,qcondbb8,qcondbb10)
export(bb2.cpar2tau,bb3.cpar2tau,bb5.cpar2tau,bb5.cpar2rhoS,bb7.cpar2tau)
export(bb6.cpar2tau,bb8.cpar2tau)
export(bb9.cpar2tau,bb10.cpar2tau)
export(ptev,pcondtev,dtev,tev.cpar2tau,tev.cpar2rhoS) 
export(tev.cpar2b,tev.cpar2lm)

# partial derivatives of log pdf or conditional cdf with respect to u,v,cpar
export(logdfrk.deriv,pcondfrk.deriv,logdgum.deriv,pcondgum.deriv)
export(logdbvtcop.deriv,pcondbvtcop.deriv)
export(logdbb1.deriv,pcondbb1.deriv)

# multivariate generalized beta2
export(dbgb2,dmgb2,dbgb2cop,dmgb2cop,pbgb2,pbgb2cop,pcondbgb2cop,logdmgb2cop)
export(rmgb2cop,bgb2.cpar2lm,mgb2.cpar2cor)

# inverse Gaussian and 1-factor
export(pIG,dIG,qIG,rIG)
export(rIGconv,dmIGfact,dmIGfact.gl,pmIGfact,pmIGfact.gl,dbIGfact)
export(pmIGfcop.gl,dmIGfcop.gl)

# gamma 1-factor model
export(dmgamfact,pmgamfact,dmgamfact.gl)
export(rgammaconv,dbgamfact,pbgamfact,dbgamfact.gl)
export(pbgamfcop,dbgamfcop,dbgamfcop.gl,pcondbgamfcop21,pcondbgamfcop12)
export(pmgamfcop,dmgamfcop,dmgamfcop.gl)

# new parametric bivariate copula families 
export(pimitlefA,pcondimitlefA,dimitlefA,imitlefA.cpar2tau)
export(pimitlefAr,dimitlefAr,pcondimitlefAr,qcondimitlefA)
export(pbb1rpow,pcondbb1rpow,dbb1rpow,qcondbb1rpow)
export(pbb7pow,pcondbb7pow,dbb7pow)

# boundary copulas
export(pindepcop,pcomonocop,pcountermono)
export(pcondindep,pcondcomono,pcondcountermono)

# LTs in Archimedean families, simulation of mixing rv and mult Archimedean 
export(rpostable,rlogseries,rsibuya)
export(rmitlef,rgammaSgamma,rpostableSgamma,rsibuyaSpostable,rsibuyaSgamma)
export(rmfrk,rmfrk0,rmmtcj,rmjoe,rmgum)
export(rmbb1,rmbb2,rmbb3,rmbb6,rmbb7,rmbb10)

# bivariate dependence measures for copulas and data
export(bvnsemic,rhoS,ktau,rhoN, makedeptable) # for bivariate copulas
export(rhoNsemic) # semi-correlation for bivariate copulas
export(taucor,taub) # taub is version of Kendall tau for 2-way table
export(blomq) # for data 
export(semicor,semicortable) # for data
export(ktau.avar,rhoS.avar,blomqvist.avar) # for asymptotic variance

# dependence measures empirical and model-based
export(cop2srho) # Spearman rho using 2-dim GL (Pavel)
export(rhomvn) # matrix of Spearman rho for a MVN factor
export(srho1fact,srho2fact) # faster versions for 1- and 2-factor copulas
export(rho2nestfact)
# tail-weighted measures of dependence
export(twdm,twdm.emp,twdm.emp.vec)  
export(twdmnestcop,twdm1factcop,twdm2factcop) # nested 1fact 2fact copulas

# bivariate diagnostics
export(contourBivCop)
export(nscore,nscoreOpta)  # bivariate normal scores plots
export(uscore)   # uniform scores

# asymmetric Gumbel and Galambos extreme value 
export(Basymgum,pasymgum,pcondasymgum21,pcondasymgum12,dasymgum)
export(asymgum.cpar2tau,asymgum.cpar2rhoS)
export(Basymgal,pasymgal,pcondasymgal21,pcondasymgal12,dasymgal)
export(asymgal.cpar2tau,asymgal.cpar2rhoS)
export(AasymgumMO,pasymgumMO,pcondasymgumMO21,pcondasymgumMO12,dasymgumMO)
export(asymgumMO.cpar2tau,asymgumMO.cpar2rhoS)
# bivariate Marshall-Olkin
export(pbMO,pcondbMO21)

# simulation of bivariate copulas with extreme permutation/reflection asymmetry
export(rbreflasym,rbpermasym,rbasymgum1,rbMO1,pbasymgum1) 
# measures of bivariate permutation and reflection asymmetry 
export(skewperm,skewrefl)
export(qskewperm,qskewrefl)  # quantile measures may be better

# miscellaneous utility and auxiliary functions
export(chkcopderiv,chkcopcond) # checking copcdf coppdf pcond qcond
export(chkincrease) # checking monotonicity
export(isposdef) # check positive definite for symmetric matrix
export(corvec2mat,cormat2vec) # correlation vector to matrix (vice versa)
export(corDis) # discrepancy of model-based correlation matrix and observed one
export(gausslegendre) # gauleg.c
# interpolation of monotone function
export(pcderiv,pcinterpolate)  # dpchev.f dpchez.f
export(KLcopvsbvn,KLcopvscop, KL12gl,KLoptgl) # Kullback-Leibler
export(bivpmf2cdf,corbivpmf)  # for bivariate pmf
export(gfiltersubset)  # GARCH filter to a subset of logreturn matrix
export(btsampleStaty)  # stationary bootstrap
export(ar2acf) # AR(2) dependence with acf to lag d-1
export(pdhessmin,pdhessminb)  # minimization with positive definite Hessian

# some univariate models: GEV, GPareto
export(gevmle,dgev,pgev,qgev,logdgev)
export(gpmle,dgpareto,pgpareto,qgpareto)

# models: bivariate and multivariate continuous 
export(bivcopnllk,bivmodnllk) # bivariate copula with continuous; no covariate
export(bivcopnllk.ipol) # copula F_{12}(F^{-1}(u),F^{-1}(v)) with monotone lookup 
export(pmfrk,pmgum,pmgal)
export(mhrA,pmhr,hrcondcor) # multivariate Huesler-Reiss
export(exchmvn,exchmvn.deriv.margin,exchmvn.deriv.rho)
export(fact1mvn)  # 1-factor MVN rectangle probability
export(pmnorm) # trivariate normal rectangle probability (Schervish's code)

# univariate and multivariate count/discrete data
# nb for negative binomial, gp for generalized Poisson
export(nb1cdf,nb2cdf,nb1pmf,nb2pmf,nbpmfcdf)
export(nb1nllk,nb2nllk,nb1pmfcdf,nb2pmfcdf) # NB1; NB2 with covariates
export(dgpois,pgpois,gpoispmfcdf,gp1cdf,gp2cdf,gp1pmf,gp2pmf)
export(gp1nllk,gp2nllk,gp1pmfcdf,gp2pmfcdf) # GP1; GP2 with covariates

# multivariate and univariate ordinal data
export(d2b,d2v,v2d,unifcuts)
export(ordinal2fr,bprobitnllk,polychoric) # ordinal without predictors
export(polychoric.bivtab,polychoric0) # bivariate and raw ordinal data
export(bprobitwPrednllk,polychoric.wPred) # ordinal with predictors
export(ordprobit.univar,mord2uu)  # assume categories 1:ncateg or 0:(ncateg-1)
export(ordinal.bivcop,bivcopOrdinalnllk)

# multivariate discrete
export(rectmult,rectmfrk,rectmgum,rectmgal,rectemvn)
export(mdiscretenllk,emvndiscretenllk)  # latter uses exchmvn 
export(ieenllk,latentBVNnllk1,latentBVNnllk2)
export(MVNlatent1,MVNlatent2) # common or different univariate parameters 
export(vinebivEvsO1)  # bivariate diagnostics; tree 1 of vine

# vine arrays
export(varray2M)
export(varray2NO,vbin2array,varray2bin,genVineArray,varraycheck,vnum2array) 
export(varrayperm) 
export(Dvinearray,Cvinearray) 

# partial correlations and structured correlation matrices
export(partcor,allpcor)  
export(cor2pcor.dvine,pcor2cor.dvine,cor2pcor.cvine,pcor2cor.cvine)
export(cor2reg,reg2cor,cor2pcor.rvine,pcor2cor.rvine)
export(pcor2cor.1tr,pcor2cor.2tr,pcor2cor.3tr,pcor2cor.truncvine)
export(vineResidVar)
# best Gaussian truncated vine, call to f90 code
export(gausstrvine, gausstrvine.nonuniq)
# sequential minimum spannung trees using partial correlations
export(gausstrvine.mst) # requires igraph package
# genetic algorithm + minimum spannung trees using partial correlations
# added August 2015
export(gausstrvine.galg) # requires igraph package

# Gaussian factor models: loadings to partial correlations
export(load2pcor,pcor2load)
export(grotate2,grotate3) # Givens rotation: dx2; dx3 loading matrices
# multivariate Gaussian and t with factor structure
export(factanal2nllk)  # using factanal to get nllk
# faster versions with gradient of nllk
export(pfactnllk,factanal.co,bifactnllk,factanal.bi)
export(trifactnllk,factanal.tri)
export(mvtpfactnllk,mvtbifactnllk,mvtpfact,mvtbifact)
export(mvttrifactnllk,mvttrifact,subgr.consistent)
# bi-factor and tri-factor models (matrix inverse and determinant)
export(bifct,bifct2,trifct)

# common and structured factor copulas, d1factcop not exported
export(sim1fact,sim2fact)
export(simnestfact,simbifact)  
export(ml1fact,ml1factb,f90ml1fact,f90ml2fact,f90ml2factb)
# versions with 'b' have ifixed argument
export(ml2fact,ml2factb)  # aliases for above
export(f90cop1nllk,f90cop2nllk) # link to f90
export(f90str1nllk,f90str2nllk) # link to f90; nested and bi-factor
# bivariate margin of common factor copula cdf and conditionals
export(pfact1cop,pfact2cop)
export(pcondfact1,pcondfact2,dfact1cop,dfact2cop)
export(pfact1gau,pfact1frk,pfact1gum,pfact1bb1)
export(pfact2gau,pfact2frk,pfact2gum,pfact2bb1frk)
# bivariate margin of nested factor copula cdf 
export(pnest2cop,pnest2frk,pnest2gum,pnest2t,pnest2tgum,pnest2tbb1,pnest2gumbb1)

# discrete factor copula models for item response
export(sim1irfact,ml1irfact,ir1factpmf,ir1nllk,f90ml1irfact)
export(sim2irfact,ml2irfact,ir2factpmf,ir2nllk,f90ml2irfact,f90ml2irfactb)
export(f90irfisherinfo1,f90irfisherinfo2) # inverse of Fisher info for asympcov

# vine simulation
export(cvinesim,dvinesim,rvinesim0)  # simulation from vine (common pcop)
export(rvinesim1) # pcop for different trees; vector param and truncated also
export(rvinesim2,rvinesimvec,rvinesimvec2) # flexible parameter size, vectorized

# log density and nllk for truncated R-vines 
export(rvinelogpdf,cvinelogpdf,dvinelogpdf) 
export(rvinenllk.trunc,rvinenllk1.trunc,rvinellkv.trunc)
export(rvinenllk.trunc2,rvinellkv.trunc2) # pair-copula for each edge
export(rvinenllkpseud,rvinenllkpseud2)
export(rvinenllk1.nonsimpl)  # regression in second tree; 1-par pair-copulas
# continuous R-vine with gradient of nllk
export(rvinenllkder1.trunc,rvinenllkder2.trunc)
export(dvinenllkder1.trunc) # for illustration of algorithm
# cdf, pcond, pdf of bivariate margin of tree2/tree3 edge
export(ptree2cop,pcondtree2,dtree2cop)
export(ptree3cop.cvine,pcondtree3.cvine,dtree3cop.cvine)  
export(ptree3cop.dvine,pcondtree3.dvine,dtree3cop.dvine)  

# R-vines for discrete response
export(dvinepmf.discrete) # discrete D-vine 
export(rvinediscretenllk,rvinepmf.discrete,rvinediscfullnllk)
export(rvinepmf.ordinal,rvineordinalnllk)  # ucuts is argument 

# Vuong's procedure to compare two models, second version with Schwarz/BIC
export(vuongllkr,vuong2llkr)
export(mdiscretellkv,emvndiscretellkv,rvinediscretellkv) 
# continuous : 1-factor, general multivariate, structured factor etc
export(strfactllkv)
export(mvtbifactllkv,mvttrifactllkv)

# copula GARCH
export(r1fact,r2fact,rbifact,rnestfact)
export(rgarch1fact,rgarch2fact,rgarchbifact,rgarchnestfact) 
export(rgarchbifactmvt,rgarchnestfactmvt) # uses monotone interpolator for pt()

# discrete R-vine as approx to multivariate ordinal probit with covariates
# multivariate ordinal probit: mordprobitfullnllk and mordprobitcornllk
# functions below for dimensions 3 to 5, otherwise use f90 interface
export(pmfmordprobit,dvineKLfn,dvineKLss,rvineKLfn,rvineKLss)
export(ARprobitvsDvine,mprobitvsRvine) # wrapper functions for above
# links to f90 code f90rvineKL, rvinediscbvnnllk, rvinediscbvnfullnllk 
export(f90mprobitvsRvine)  # f90 version of mprobitvsRvine for more speed
export(f90rvineKL, rvinediscbvnnllk, rvinediscbvnfullnllk)

# Markov time series with copulas, including trivariate Gaussian copula
export(gp1mcnllk,gp2mcnllk)
export(nb1mcnllk,nb2mcnllk,pomcnllk)
export(rmspe.mccop1,mltscop1,rmspe.mccop2,mltscop2)
export(nb1mc2nllk,nb2mc2nllk,pomc2nllk)
export(gp1mc2nllk,gp2mc2nllk)
export(nb1ar2nllk,nb2ar2nllk,poar2nllk,gp1ar2nllk,gp2ar2nllk,rmspe.tvn)
# trivariate copula from mixture of max-id 
export(pmxid3ps,pmxid2ps,pmxidr3ps,pmxidr2ps,pmxid3ls,pmxid2ls,ptmm1,pbmm1)
export(pcondbmm1,dbmm1)