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 <TMB.hpp>
#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 [email protected]
Maintainer: The package maintainer [email protected]
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