1 files changed, 3 insertions, 2 deletions
diff --git a/R/script_calibrate_tranches.R b/R/script_calibrate_tranches.R
index 6ad98263..ab86218b 100644
--- a/R/script_calibrate_tranches.R
+++ b/R/script_calibrate_tranches.R
@@ -1,5 +1,6 @@
 #!/usr/bin/Rscript
 require(methods)
+options(warn=2)
 args <- commandArgs(trailingOnly=TRUE)
 
 if(.Platform$OS.type == "unix"){
@@ -85,7 +86,7 @@ Z <- quadrature$nodes
 w.mod <- w
 defaultprob <- 1 - SurvProb
 p <- defaultprob
-rho <- 0.45
+rho <- rep(0.45, n.credit)
 
 result <- matrix(0, 4, n.int)
 for(l in 1:100){
@@ -111,7 +112,7 @@ for(l in 1:100){
     err <- 0
     for(i in 1:n.credit){
         for(j in 1:ncol(p)){
-            err <- err + abs(crossprod(shockprob(p[i,j], rho, Z), program$weight) - defaultprob[i,j])
+            err <- err + abs(crossprod(shockprob(p[i,j], rho[i], Z), program$weight) - defaultprob[i,j])
         }
     }
     errvec <- c(errvec, err)