2 files changed, 47 insertions, 50 deletions
diff --git a/R/lossdistrib.c b/R/lossdistrib.c
index ce51e749..2ce51452 100644
--- a/R/lossdistrib.c
+++ b/R/lossdistrib.c
@@ -2,6 +2,7 @@
 #include <Rmath.h>
 #include <string.h>
 #include <omp.h>
+#include "lossdistrib.h"
 
 #define MIN(x, y) (((x) < (y)) ? (x) : (y))
 
@@ -10,57 +11,7 @@ extern int dgemv_(char* trans, int *m, int *n, double* alpha, double* A, int* ld
 extern double ddot_(int* n, double* dx, int* incx, double* dy, int* incy);
 extern int dscal_(int* n, double* da, double* dx, int* incx);
 extern int daxpy_(int* n, double* da, double* dx, int* incx, double* dy, int* incy);
-#ifdef UNIX
 extern void openblas_set_num_threads(int);
-#endif
-void omp_set_num_threads(int);
-
-void lossdistrib(double *p, int *np, double *w, double *S, int *N, int *defaultflag, double *q);
-void lossdistrib_blas(double *p, int *np, double *w, double *S, int *N, int *defaultflag, double *q);
-
-double shockprob(double p, double rho, double Z, int give_log);
-
-void lossdistrib_Z(double *p, int *np, double *w, double *S, int *N, int *defaultflag,
-                   double *rho, double *Z, int *nZ, double *q);
-
-void lossdistrib_truncated(double *p, int *np, double *w, double *S, int *N,
-                           int *T, int *defaultflag, double *q);
-
-void lossdistrib_joint(double *p, int *np, double *w, double *S, int *N,
-		       int *defaultflag, double *q);
-
-void lossdistrib_joint_blas(double *p, int *np, double *w, double *S, int *N,
-			    int *defaultflag, double *q);
-
-void recovdist(double *dp, double *pp, int *n, double *w, double *S, int *N, double *q);
-
-void lossdistrib_prepay_joint(double *dp, double *pp, int *ndp, double *w,
-                              double *S, int *N, int *defaultflag, double *q);
-double dqnorm(double x);
-
-double dshockprob(double p, double rho, double Z);
-
-void shockprobvec2(double p, double rho, double* Z, int nZ, double *q);
-
-double shockseverity(double S, double Z, double rho, double p);
-
-void fitprob(double* Z, double* w, int* nZ, double* rho, double* p0, double* result);
-
-void stochasticrecov(double* R, double* Rtilde, double* Z, double* w, int* nZ,
-                     double* rho, double* porig, double* pmod, double* q);
-
-void lossdistrib_prepay_joint_Z(double *dp, double *pp, int *ndp, double *w,
-                                double *S, int *N, int *defaultflag, double *rho,
-                                double *Z, double *wZ, int *nZ, double *q);
-void lossdistrib_joint_Z(double *dp, int *ndp, double *w,
-                         double *S, int *N, int *defaultflag, double *rho,
-                         double *Z, double *wZ, int *nZ, double *q);
-
-void BClossdist(double *SurvProb, int *dim1, int *dim2, double *issuerweights,
-                double *recov, double *Z, double *w, int *n, double *rho, int *N,
-                int *defaultflag, double *L, double *R);
-
-double quantile(double* Z, double* w, int nZ, double p0);
 
 void lossdistrib(double *p, int *np, double *w, double *S, int *N, int *defaultflag,
 		 double *q) {
diff --git a/R/lossdistrib.h b/R/lossdistrib.h
new file mode 100644
index 00000000..d4bd974d
--- /dev/null
+++ b/R/lossdistrib.h
@@ -0,0 +1,46 @@
+void lossdistrib(double *p, int *np, double *w, double *S, int *N, int *defaultflag, double *q);
+void lossdistrib_blas(double *p, int *np, double *w, double *S, int *N, int *defaultflag, double *q);
+
+double shockprob(double p, double rho, double Z, int give_log);
+
+void lossdistrib_Z(double *p, int *np, double *w, double *S, int *N, int *defaultflag,
+                   double *rho, double *Z, int *nZ, double *q);
+
+void lossdistrib_truncated(double *p, int *np, double *w, double *S, int *N,
+                           int *T, int *defaultflag, double *q);
+
+void lossdistrib_joint(double *p, int *np, double *w, double *S, int *N,
+		       int *defaultflag, double *q);
+
+void lossdistrib_joint_blas(double *p, int *np, double *w, double *S, int *N,
+			    int *defaultflag, double *q);
+
+void recovdist(double *dp, double *pp, int *n, double *w, double *S, int *N, double *q);
+
+void lossdistrib_prepay_joint(double *dp, double *pp, int *ndp, double *w,
+                              double *S, int *N, int *defaultflag, double *q);
+double dqnorm(double x);
+
+double dshockprob(double p, double rho, double Z);
+
+void shockprobvec2(double p, double rho, double* Z, int nZ, double *q);
+
+double shockseverity(double S, double Z, double rho, double p);
+
+void fitprob(double* Z, double* w, int* nZ, double* rho, double* p0, double* result);
+
+void stochasticrecov(double* R, double* Rtilde, double* Z, double* w, int* nZ,
+                     double* rho, double* porig, double* pmod, double* q);
+
+void lossdistrib_prepay_joint_Z(double *dp, double *pp, int *ndp, double *w,
+                                double *S, int *N, int *defaultflag, double *rho,
+                                double *Z, double *wZ, int *nZ, double *q);
+void lossdistrib_joint_Z(double *dp, int *ndp, double *w,
+                         double *S, int *N, int *defaultflag, double *rho,
+                         double *Z, double *wZ, int *nZ, double *q);
+
+void BClossdist(double *SurvProb, int *dim1, int *dim2, double *issuerweights,
+                double *recov, double *Z, double *w, int *n, double *rho, int *N,
+                int *defaultflag, double *L, double *R);
+
+double quantile(double* Z, double* w, int nZ, double p0);