diff options
| -rw-r--r-- | R/build_scenarios.R | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 0b3c48df..c436ae10 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -83,8 +83,12 @@ for(j in seq_along(dealnames)){ Rfun <- approxfun(support, R[,t], rule=2)
for(i in 1:n.scenarios){
## this is roughtly E(D|D is in ith percentile)
- ## using trapezoidal approximation
- scenariosd[i,t] <- 0.5 * (Dfun((i-1)*0.01)+Dfun(i*0.01))
+ ## using trapezoidal approximation
+ if(i==1){
+ scenariosd[i,t] <- 0.5* Dfun(0.01)
+ }else{
+ scenariosd[i,t] <- 0.5 * (Dfun((i-1)*0.01)+Dfun(i*0.01))
+ }
if(t>=2 && scenariosd[i,t] < scenariosd[i,t-1]){
scenariosd[i,t] <- scenariosd[i,t-1]
}
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