1 files changed, 8 insertions, 4 deletions
diff --git a/tranche_functions.R b/tranche_functions.R
index 45662584..7329c971 100644
--- a/tranche_functions.R
+++ b/tranche_functions.R
@@ -648,10 +648,12 @@ MFlossdistrib2 <- function(cl, w, Z, rho, defaultprob, defaultprobmod, issuerwei
         pshocked <- apply(defaultprobmod, 2, shockprob, rho=rho, Z=Z[i])
         S <- 1 - Rstoch[i,,]
         dist <- lossrecovdist.joint.term(pshocked, 0, issuerweights, S, Ngrid)
+        gc()
         return(dist)
     }
-    Q <- array(0, dim=c(ncol(defaultprob), Ngrid, Ngrid))
     temp <- parSapply(cl, 1:length(w), parf)
+    clusterCall(cl, gc)
+    Q <- array(0, dim=c(ncol(defaultprob), Ngrid, Ngrid))
     for(i in 1:length(w)){
         Q <- Q + w[i]*array(temp[,i], dim=c(ncol(defaultprob), Ngrid, Ngrid))
     }
@@ -680,9 +682,11 @@ MFlossrecovdist2 <- function(cl, w, Z, rho, defaultprob, defaultprobmod,
         dist <- lossrecovdist.joint.term(dpshocked, ppshocked, issuerweights, S, Ngrid)
         return(dist)
     }
+    ## temp <- sapply(1:length(w), parf)
+    clusterExport(cl, list("Rstoch", "defaultprobmod", "prepayprobmod"), envir=environment())
+    temp <- parSapply(cl, 1:length(w), parf)
+    clusterCall(cl, gc)
     Q <- array(0, dim=c(ncol(defaultprob), Ngrid, Ngrid))
-    ## temp <- parSapply(cl, 1:length(w), parf)
-    temp <- sapply(1:length(w), parf)
     for(i in 1:length(w)){
         Q <- Q + w[i]*array(temp[,i], dim=c(ncol(defaultprob), Ngrid, Ngrid))
     }
@@ -706,7 +710,7 @@ MFtranche.pv <- function(cl, cs, w, rho, defaultprob, defaultprobmod, issuerweig
         dist <- lossrecovdist.term(pshocked, 0, issuerweights, S, Ngrid)
         return( tranche.pvvec(Kmodified, dist$L, dist$R, cs))
     }
-    clusterExport(cl, list("Rstoch", "p"))
+    clusterExport(cl, list("Rstoch", "p"), envir=environment())
     result <- parSapply(cl, 1:length(w), parf)
     return( list(pv=100*(1+result%*%w), pv.w=result))
 }