Development Notes:

Last updated: 26rd February 2015

26th Februrary 2015

Create the code for the simulation of the marked point process in C++. Ox's idiom for returning multiple objects by making them global and using functions to fill them up is nasty.
Objects from this function are to be returned as a list.
Create a new file for the R version of the marked point process code, before completing the C++ version.
Recall that for Ox, even vectors are matrices, and exactly the other way around for R -- even matrices are vectors.
Completed the R version of the marked point process simulation code.

Pesky issue with useDynLib not being recognized by roxygen2. Need to add a NULL to the end of the package file to get it to do this.
The CrealKoopmanLucas2013.R example file should now work.
Remove the R version of the Gaussian GAS copula model.
Remove the R version of the function for estimating restricted values of the parameters.

Create the function that optimizes the GAS Gaussian copula model as in Creal, Koopman & Lucas (2013).
TODO: delete the R versions of the GAS Gaussian copula likelihood functions, or make them loadable when requested with the Ronly switch. This is intended to be similar in functionality to a stataonly switch that switches off Mata in Stata.
Create the function that optimizes the marked point process model as in Creal, Koopman & Lucas (2013).