1 files changed, 10 insertions, 5 deletions
diff --git a/R/lossdistrib.c b/R/lossdistrib.c
index 3ad21069..0a2c30ab 100644
--- a/R/lossdistrib.c
+++ b/R/lossdistrib.c
@@ -14,6 +14,7 @@ extern void openblas_set_num_threads(int);
 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);
 
@@ -165,8 +166,8 @@ void lossdistrib_Z(double *p, int *np, double *w, double *S, int *N, int *defaul
     for(j = 0; j < *np; j++){
       pshocked[j + (*np) * i] = shockprob(p[j], rho[j], Z[i], 0);
     }
-    lossdistrib(pshocked + (*np) * i, np, w, S + (*np) * i, N,
-		defaultflag, q + (*N) * i);
+    lossdistrib_blas(pshocked + (*np) * i, np, w, S + (*np) * i, N,
+		     defaultflag, q + (*N) * i);
   }
   free(pshocked);
 }
@@ -617,7 +618,11 @@ void shockprobvec2(double p, double rho, double* Z, int nZ, double *q){
 }
 
 double shockseverity(double S, double Z, double rho, double p){
-  return( exp(shockprob(S * p, rho, Z, 1) - shockprob(p, rho, Z, 1)) );
+  if(p==0){
+    return 0;
+  }else{
+    return( exp(shockprob(S * p, rho, Z, 1) - shockprob(p, rho, Z, 1)) );
+  }
 }
 
 double quantile(double* Z, double* w, int nZ, double p0){
@@ -747,11 +752,11 @@ void BClossdist(double *defaultprob, int *dim1, int *dim2,
     inputs:
       defaultprob: matrix of size dim1 x dim2. dim1 is the number of issuers
       and dim2 number of time steps
-      issuerweights: vector of issuer weights (length dim2)
+      issuerweights: vector of issuer weights (length dim1)
       recov: vector of recoveries (length dim1)
       Z: vector of factor values (length n)
       w: vector of factor weights (length n)
-      rho: correlation beta
+      rho: correlation beta vector (length dim1)
       N: number of ticks in the grid
       defaultflag: if true, computes the default distribution
     outputs: