Export further cpp functions

gregorkastner / stochvol

Partial re-write of the R package stochvol to allow for asymmetry (leverage).

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Closed hdarjus closed 1 year ago

hdarjus commented 2 years ago

A user would like to use these functions in their R package:

cholesky_tridiagonal
forward_algorithm
backward_algorithm
inverse_transform_sampling
find_mixture_indicator_cdf

hdarjus commented 1 year ago

158e5418798f7cb7ec084cef132daef67bc326e0

donotdespair commented 1 year ago

Many thanks @hdarjus ! I will now proceed to rewrite my package based on these functions directly!