diff options
Diffstat (limited to 'R/lossdistrib.c')
| -rw-r--r-- | R/lossdistrib.c | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/R/lossdistrib.c b/R/lossdistrib.c index 0a2c30ab..a2984e6b 100644 --- a/R/lossdistrib.c +++ b/R/lossdistrib.c @@ -19,7 +19,7 @@ void lossdistrib_blas(double *p, int *np, double *w, double *S, int *N, int *def 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, double *wZ, int *nZ, double *q);
+ 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);
@@ -66,6 +66,7 @@ void lossdistrib(double *p, int *np, double *w, double *S, int *N, int *defaultf the loss distribution.
p vector of default probabilities
np length of p
+ w issuer weights
S vector of severities (should be same length as p)
N number of ticks in the grid
defaultflat if true compute the default distribution
@@ -113,6 +114,7 @@ void lossdistrib_blas(double *p, int *np, double *w, double *S, int *N, int *def the loss distribution.
p vector of default probabilities
np length of p
+ w issuer weights
S vector of severities (should be same length as p)
N number of ticks in the grid
defaultflat if true compute the default distribution
@@ -157,7 +159,7 @@ void lossdistrib_blas(double *p, int *np, double *w, double *S, int *N, int *def }
void lossdistrib_Z(double *p, int *np, double *w, double *S, int *N, int *defaultflag,
- double *rho, double *Z, double *wZ, int *nZ, double *q){
+ double *rho, double *Z, int *nZ, double *q){
int i, j;
double* pshocked = malloc(sizeof(double) * (*np) * (*nZ));
|