diff options
Diffstat (limited to 'R/tranche_functions.R')
| -rw-r--r-- | R/tranche_functions.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/tranche_functions.R b/R/tranche_functions.R index f54a7d05..c212a891 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -651,7 +651,7 @@ BClossdist <- function(defaultprob, issuerweights, recov, rho, N=length(recov)+1 }
BClossdistC <- function(defaultprob, issuerweights, recov, rho, Z, w,
- N=length(issuerweights)+1, n.int=100, defaultflag=FALSE){
+ N=length(issuerweights)+1, defaultflag=FALSE){
if(!is.loaded("BClossdist")){
dyn.load(file.path(root.dir, "code", "R", paste0("lossdistrib", .Platform$dynlib.ext)))
}
@@ -659,7 +659,7 @@ BClossdistC <- function(defaultprob, issuerweights, recov, rho, Z, w, R <- matrix(0, N, dim(defaultprob)[2])
r <- .C("BClossdist", defaultprob, dim(defaultprob)[1], dim(defaultprob)[2],
as.double(issuerweights), as.double(recov), as.double(Z), as.double(w),
- as.integer(n.int), as.double(rho), as.integer(N), as.logical(defaultflag), L=L, R=R)
+ as.integer(length(Z)), as.double(rho), as.integer(N), as.logical(defaultflag), L=L, R=R)
return(list(L=r$L,R=r$R))
}
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