about use of two TMB templates as C++ files with headers in a new R package

[oevkaya]

Urgent help about the use of TMB templates in R package with Rcpp

Description:

For my project, I am trying to use two TMB templates (LocalLikelihood1 and LocalLikelihood2) with some C files also. LocalLikelihood1 is same as the LocalLikelihood.cpp in https://github.com/mlysy/LocalCop/tree/master/src. I created a second one because of two different estimations. Besides, I followed the steps given here for creating two templates correctly (in that sense it is different what it was done in the package LocalCop it seems, for detail: https://github.com/mlysy/LocalCop). Since I have limited knowledge on C++ I tried to stick previous codes and also mimicked what is discussed in different discussions but still I could not figure out why I got errors related to RcppEigen ?

Reproducible Steps:

I just created a testVDAG package with Locallikelihood1.cpp with the header files like Clayton.h etc. When I check the package I got error messages related to RcppEigen files like Meta.h, DenseBase.h telling me that -Line 83 no members matching and similar

This is my main .cpp file

/// @file LocalLikelihood1.cpp /// /// Local Likelihood functions.

define TMB_LIB_INIT R_init_tsVine

include

include "FrankCopula.h"

include "GaussCopula.h"

include "GumbelCopula.h"

include "JoeCopula.h"

include "ClaytonCopula.h"

template Type objective_function::operator() () { DATA_VECTOR(y1); // first response vector DATA_VECTOR(y2); // second response vector DATA_VECTOR(wgt); // weights DATA_VECTOR(yc); // centered covariates, i.e., Y - y DATA_INTEGER(family); // copula family: 1-3-4-5-6. PARAMETER_VECTOR(beta); // dependence parameter: eta = beta[0] + beta[1] * yc Type nll = 0.0; if(family == 1) { // Gaussian copula nll = GaussNLL(y1, y2, yc, beta, wgt); } else if(family == 3) { // Clayton copula nll = ClaytonNLL(y1, y2, yc, beta, wgt); } else if(family == 4) { // Gumbel copula nll = GumbelNLL(y1, y2, yc, beta, wgt); } else if(family == 5) { // Frank copula nll = FrankNLL(y1, y2, yc, beta, wgt); } else if(family == 6) { // Joe copula nll = JoeNLL(y1, y2, yc, beta, wgt); } return nll; }

This is one of the .h files /// @file ClaytonCopula.h

/// Local likelihood for the Clayton copula. /// /// @param[in] lu1 First log-uniform response vector. /// @param[in] lu2 Second log-uniform response vector. /// @param[in] yc Covariate vector in centered form yc = Y-y. /// @param[in] beta Length-two vector of dependence parameters, /// such that eta(yc) = beta[0] + beta[1] * yc. /// @param[in] wgt Local likelihood weights. /// @return Negative local loglikelihood (scalar). template Type ClaytonNLL(vector lu1, vector lu2, vector yc, vector beta, vector wgt) { // parameter on regular scale vector theta = (beta[0] + beta[1] yc).exp(); vector ll = (1.0 + theta).log() - (1.0 + theta) (lu1 + lu2); ll -= (2.0 + 1.0/theta) ((-theta lu1).exp() + (-theta lu2).exp() - 1.0).log(); ll = wgt; return -ll.sum(); }

This is my DESCRIPTION file (you can use the given mail address if you want)

Package: testVDAG Type: Package Title: What the Package Does (Title Case) Version: 0.1.0 Author: OzanEvkaya ozanevkaya@gmail.com Maintainer: The package maintainer yourself@somewhere.net Description: More about what it does (maybe more than one line) Use four spaces when indenting paragraphs within the Description. License: GPL-3 Encoding: UTF-8 LazyData: true RoxygenNote: 7.1.0 LinkingTo: Rcpp, RcppEigen, TMB Imports: Rcpp, TMB

I created .R file for this part named as testVDAG.R

'Test package for semVineDAG

' @useDynLib testVDAG, .registration = TRUE

' @importFrom Rcpp sourceCpp

Sorry for above long lines, to reproduce you can look at the attached file for the testVDAG project in R

TMB Version:

packageVersion("TMB") [1] ‘1.7.16’

R Version:

R.Version() $platform [1] "x86_64-w64-mingw32"

$arch [1] "x86_64"

$os [1] "mingw32"

$system [1] "x86_64, mingw32"

$version.string [1] "R version 3.6.2 (2019-12-12)"

Operating System:

Windows 10 Enterprise 64-bit operating system, x64 based processor

testVDAG.zip