diff options
Diffstat (limited to 'R/lossdistrib.c')
| -rw-r--r-- | R/lossdistrib.c | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/R/lossdistrib.c b/R/lossdistrib.c index e8ba0454..6d40b711 100644 --- a/R/lossdistrib.c +++ b/R/lossdistrib.c @@ -502,7 +502,7 @@ void lossdistrib_joint_Z(double *dp, int *ndp, double *w, free(qmat);
}
-void BClossdist(double *SurvProb, int *dim1, int *dim2, double *issuerweights,
+void BClossdist(double *defaultprob, int *dim1, int *dim2, double *issuerweights,
double *recov, double *Z, double *w, int *n, double *rho, int *N,
int *defaultflag, double *L, double *R) {
/*
@@ -534,7 +534,7 @@ void BClossdist(double *SurvProb, int *dim1, int *dim2, double *issuerweights, for(t=0; t < (*dim2); t++) {
for(i=0; i < *n; i++){
for(j=0; j < (*dim1); j++){
- g = 1 - SurvProb[j + (*dim1) * t];
+ g = defaultprob[j + (*dim1) * t];
gshocked[j] = shockprob(g, *rho, Z[i], 0);
Sshocked[j] = shockseverity(1-recov[j], Z[i], *rho, g);
Rshocked[j] = 1 - Sshocked[j];
@@ -546,7 +546,7 @@ void BClossdist(double *SurvProb, int *dim1, int *dim2, double *issuerweights, lossdistrib(gshocked, dim1, issuerweights, Rshocked, N, defaultflag, Rw);
/* addandmultiply(Lw, w[i], L + t * (*N), *N); */
/* addandmultiply(Rw, w[i], R + t * (*N), *N); */
- daxpy_(N, w + i, Lw, &one, R + t * (*N), &one);
+ daxpy_(N, w + i, Lw, &one, L + t * (*N), &one);
daxpy_(N, w + i, Rw, &one, R + t * (*N), &one);
}
}
|