diff options
Diffstat (limited to 'R/calibration.R')
| -rw-r--r-- | R/calibration.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/calibration.R b/R/calibration.R index be3c3a40..50b43b06 100644 --- a/R/calibration.R +++ b/R/calibration.R @@ -130,7 +130,7 @@ build.skew <- function(index, type="bottomup"){ } build.MFdist <- function(index, type="bottomup", tol=1e-2){ - index$w.mod <- w + index$w.mod <- index$w p <- index$defaultprob n.credit <- length(index$issuerweights) rho <- rep(0.45, n.credit) |