rearrange cpp source files based on headers

ygeunkim · Feb 5, 2025 · 7fe977e · 7fe977e
1 parent ed6ce5c
commit 7fe977e
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Showing 18 changed files with 3,206 additions and 3,207 deletions.
diff --git a/R/RcppExports.R b/R/RcppExports.R
diff --git a/inst/include/bvhar/bayesfit b/inst/include/bvhar/bayesfit
diff --git a/inst/include/bvhar/mniw b/inst/include/bvhar/mniw
@@ -0,0 +1,10 @@
+#ifndef BVHAR_MNIW_H
+#define BVHAR_MNIW_H
+
+#include "src/core/interrupt.h"
+
+#include "src/bayes/mniw/minnesota.h"
+#include "src/bayes/mniw/forecaster.h"
+#include "src/bayes/mniw/spillover.h"
+
+#endif // BVHAR_MNIW_H
diff --git a/inst/include/bvhar/triangular b/inst/include/bvhar/triangular
@@ -0,0 +1,8 @@
+#ifndef BVHAR_TRIANGULAR_H
+#define BVHAR_TRIANGULAR_H
+
+#include "src/bayes/triangular/triangular.h"
+#include "src/bayes/triangular/forecaster.h"
+#include "src/bayes/triangular/spillover.h"
+
+#endif // BVHAR_TRIANGULAR_H
diff --git a/python/src/bvhar/_src/_bayes.cpp b/python/src/bvhar/_src/_bayes.cpp
diff --git a/python/src/bvhar/_src/_forecast.cpp → python/src/bvhar/_src/_cta.cpp b/python/src/bvhar/_src/_forecast.cpp → python/src/bvhar/_src/_cta.cpp
@@ -1,6 +1,42 @@
-#include <bvhar/forecast>
+#include <bvhar/triangular>
 
-PYBIND11_MODULE(_forecast, m) {
+PYBIND11_MODULE(_cta, m) {
+	py::class_<bvhar::McmcRun<bvhar::McmcReg>>(m, "McmcLdlt")
+		.def(
+			py::init<int, int, int, int, const Eigen::MatrixXd&, const Eigen::MatrixXd&,
+			py::dict&, py::dict&, py::dict&,
+			std::vector<py::dict>&, int, const Eigen::VectorXi&, const Eigen::VectorXi&, const Eigen::VectorXi&,
+			const Eigen::MatrixXi&, bool, const Eigen::VectorXi&, bool, int>()
+		)
+		.def("returnRecords", &bvhar::McmcRun<bvhar::McmcReg>::returnRecords);
+
+	py::class_<bvhar::McmcRun<bvhar::McmcReg, false>>(m, "McmcLdltGrp")
+		.def(
+			py::init<int, int, int, int, const Eigen::MatrixXd&, const Eigen::MatrixXd&,
+			py::dict&, py::dict&, py::dict&,
+			std::vector<py::dict>&, int, const Eigen::VectorXi&, const Eigen::VectorXi&, const Eigen::VectorXi&,
+			const Eigen::MatrixXi&, bool, const Eigen::VectorXi&, bool, int>()
+		)
+		.def("returnRecords", &bvhar::McmcRun<bvhar::McmcReg, false>::returnRecords);
+
+	py::class_<bvhar::McmcRun<bvhar::McmcSv>>(m, "SvMcmc")
+		.def(
+			py::init<int, int, int, int, const Eigen::MatrixXd&, const Eigen::MatrixXd&,
+			py::dict&, py::dict&, py::dict&,
+			std::vector<py::dict>&, int, const Eigen::VectorXi&, const Eigen::VectorXi&, const Eigen::VectorXi&,
+			const Eigen::MatrixXi&, bool, const Eigen::VectorXi&, bool, int>()
+		)
+		.def("returnRecords", &bvhar::McmcRun<bvhar::McmcSv>::returnRecords);
+
+	py::class_<bvhar::McmcRun<bvhar::McmcSv, false>>(m, "SvGrpMcmc")
+		.def(
+			py::init<int, int, int, int, const Eigen::MatrixXd&, const Eigen::MatrixXd&,
+			py::dict&, py::dict&, py::dict&,
+			std::vector<py::dict>&, int, const Eigen::VectorXi&, const Eigen::VectorXi&, const Eigen::VectorXi&,
+			const Eigen::MatrixXi&, bool, const Eigen::VectorXi&, bool, int>()
+		)
+		.def("returnRecords", &bvhar::McmcRun<bvhar::McmcSv, false>::returnRecords);
+
 	py::class_<bvhar::McmcForecastRun<bvhar::RegForecaster>>(m, "LdltForecast")
 		.def(py::init<int, int, int, const Eigen::MatrixXd&, bool, double, py::dict&, const Eigen::VectorXi&, bool, bool, int, bool>())
 		.def(py::init<int, int, int, int, const Eigen::MatrixXd&, bool, double, py::dict&, const Eigen::VectorXi&, bool, bool, int, bool>())
@@ -170,4 +206,34 @@ PYBIND11_MODULE(_forecast, m) {
 			const Eigen::MatrixXi&, const Eigen::VectorXi&, bool, int, bool>()
 		)
 		.def("returnForecast", &bvhar::McmcVharforecastRun<bvhar::McmcExpandforecastRun, bvhar::SvForecaster, false>::returnForecast);
+
+	py::class_<bvhar::McmcSpilloverRun<bvhar::LdltRecords>>(m, "LdltSpillover")
+		.def(py::init<int, int, py::dict&, bool>())
+		.def(py::init<int, int, int, py::dict&, bool>())
+		.def("returnSpillover", &bvhar::McmcSpilloverRun<bvhar::LdltRecords>::returnSpillover);
+
+	py::class_<bvhar::DynamicLdltSpillover>(m, "LdltDynamicSpillover")
+		.def(
+			py::init<const Eigen::MatrixXd&, int, int, int, int, int, int, int, bool,
+			py::dict&, py::dict&, py::dict&, std::vector<py::dict>&, int, bool,
+			const Eigen::VectorXi&, const Eigen::VectorXi&, const Eigen::VectorXi&, const Eigen::MatrixXi&,
+			bool, const Eigen::MatrixXi&, int>()
+		)
+		.def(
+			py::init<const Eigen::MatrixXd&, int, int, int, int, int, int, int, int, bool,
+			py::dict&, py::dict&, py::dict&, std::vector<py::dict>&, int, bool,
+			const Eigen::VectorXi&, const Eigen::VectorXi&, const Eigen::VectorXi&, const Eigen::MatrixXi&,
+			bool, const Eigen::MatrixXi&, int>()
+		)
+		.def("returnSpillover", &bvhar::DynamicLdltSpillover::returnSpillover);
+
+	py::class_<bvhar::McmcSpilloverRun<bvhar::SvRecords>>(m, "SvSpillover")
+		.def(py::init<int, int, py::dict&, bool>())
+		.def(py::init<int, int, int, py::dict&, bool>())
+		.def("returnSpillover", &bvhar::McmcSpilloverRun<bvhar::SvRecords>::returnSpillover);
+
+	py::class_<bvhar::DynamicSvSpillover>(m, "SvDynamicSpillover")
+		.def(py::init<int, int, int, py::dict&, bool, bool, int>())
+		.def(py::init<int, int, int, int, py::dict&, bool, bool, int>())
+		.def("returnSpillover", &bvhar::DynamicSvSpillover::returnSpillover);
 }
diff --git a/python/src/bvhar/_src/_spillover.cpp b/python/src/bvhar/_src/_spillover.cpp
diff --git a/python/src/bvhar/model/_bayes.py b/python/src/bvhar/model/_bayes.py
@@ -1,12 +1,12 @@
 from ..utils._misc import make_fortran_array, check_np, build_grpmat, process_record, concat_chain, concat_params, process_dens_forecast, process_dens_spillover, process_dens_vector_spillover, process_dens_list_spillover
 from ..utils.checkomp import get_maxomp
 from ..utils._utils import build_response, build_design
-from .._src._bayes import McmcLdlt, McmcLdltGrp
-from .._src._forecast import LdltForecast, LdltVarRoll, LdltVharRoll, LdltVarExpand, LdltVharExpand, LdltGrpVarRoll, LdltGrpVharRoll, LdltGrpVarExpand, LdltGrpVharExpand
-from .._src._spillover import LdltSpillover, LdltDynamicSpillover
-from .._src._bayes import SvMcmc, SvGrpMcmc
-from .._src._forecast import SvForecast, SvVarRoll, SvVharRoll, SvVarExpand, SvVharExpand, SvGrpVarRoll, SvGrpVharRoll, SvGrpVarExpand, SvGrpVharExpand
-from .._src._spillover import SvSpillover, SvDynamicSpillover
+from .._src._cta import McmcLdlt, McmcLdltGrp
+from .._src._cta import LdltForecast, LdltVarRoll, LdltVharRoll, LdltVarExpand, LdltVharExpand, LdltGrpVarRoll, LdltGrpVharRoll, LdltGrpVarExpand, LdltGrpVharExpand
+from .._src._cta import LdltSpillover, LdltDynamicSpillover
+from .._src._cta import SvMcmc, SvGrpMcmc
+from .._src._cta import SvForecast, SvVarRoll, SvVharRoll, SvVarExpand, SvVharExpand, SvGrpVarRoll, SvGrpVharRoll, SvGrpVarExpand, SvGrpVharExpand
+from .._src._cta import SvSpillover, SvDynamicSpillover
 from ._spec import LdltConfig, SvConfig, InterceptConfig
 from ._spec import _BayesConfig, SsvsConfig, HorseshoeConfig, MinnesotaConfig, DlConfig, NgConfig, GdpConfig
 import numpy as np