diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/lossdistrib.c | 16 |
1 files changed, 8 insertions, 8 deletions
diff --git a/R/lossdistrib.c b/R/lossdistrib.c index a2984e6b..052fc6c2 100644 --- a/R/lossdistrib.c +++ b/R/lossdistrib.c @@ -69,7 +69,7 @@ void lossdistrib(double *p, int *np, double *w, double *S, int *N, int *defaultf w issuer weights
S vector of severities (should be same length as p)
N number of ticks in the grid
- defaultflat if true compute the default distribution
+ defaultflag if true compute the default distribution
q the loss distribution */
int i, j, d1, d2, M;
@@ -112,13 +112,13 @@ void lossdistrib_blas(double *p, int *np, double *w, double *S, int *N, int *def double *q) {
/* recursive algorithm with first order correction for computing
the loss distribution.
- p vector of default probabilities
- np length of p
- w issuer weights
- S vector of severities (should be same length as p)
- N number of ticks in the grid
- defaultflat if true compute the default distribution
- q the loss distribution */
+ p: vector of default probabilities
+ np: length of p
+ w: issuer weights
+ S: vector of severities (should be same length as p)
+ N: number of ticks in the grid
+ defaultflag: if true compute the default distribution
+ q: the loss distribution */
int i, j, d1, d2, M;
double lu, d, p1, p2, sum;
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