diff options
Diffstat (limited to 'R/script_calibrate_tranches.R')
| -rw-r--r-- | R/script_calibrate_tranches.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/script_calibrate_tranches.R b/R/script_calibrate_tranches.R index 10e8f470..d79875c4 100644 --- a/R/script_calibrate_tranches.R +++ b/R/script_calibrate_tranches.R @@ -92,7 +92,8 @@ p <- defaultprob rho <- rep(0.45, n.credit)
result <- matrix(0, 4, n.int)
-for(l in 1:150){
+err <- Inf
+while(err >0.01){
Rstoch <- array(0, dim=c(n.credit, n.int, ncol(SurvProb)))
for(t in 1:ncol(SurvProb)){
for(i in 1:n.credit){
|