lossdistrib, branch RcppR package for computing loss distributionshttps://projects.horel.org/guillaume/lossdistrib/atom/?h=Rcpp2016-03-04T21:57:45Ztest file2016-03-04T21:57:45ZGuillaume Horelguillaume.horel@serenitascapital.com2016-03-04T21:57:45Zurn:sha1:8605a991b58225cf2a5fbf75e7d1569c295a8a01first go at Rcpp2016-03-04T21:53:05ZGuillaume Horelguillaume.horel@serenitascapital.com2016-03-04T21:53:05Zurn:sha1:c88de7427189fa6617da3ba5c8c11db66ab150ddupdate R part2016-03-03T23:00:01ZGuillaume Horelguillaume.horel@serenitascapital.com2016-03-03T23:00:01Zurn:sha1:7b8e1b8738a0af6e1eda52147d8d59115cfeeb55Big code cleanup2016-03-03T22:59:14ZGuillaume Horelguillaume.horel@serenitascapital.com2016-03-03T21:59:43Zurn:sha1:2eff9ec4de33bb79ab94730ddece00edb9f2f130
- move the counters inside the for loops.
This helps with openmp as well, since the counter is now
private.
- combine the blas version of the functions using ifdefs
- add const keyword wherever it makes sense
Now time to make sure it's not buggy!
double transpose!2015-09-23T19:32:01ZGuillaume Horelguillaume.horel@serenitascapital.com2015-09-23T19:32:01Zurn:sha1:96ef5e51cd95ef074cf50c76f049564c48da3c90add generated docs2015-07-30T19:17:00ZGuillaume Horelguillaume.horel@serenitascapital.com2015-07-30T19:17:00Zurn:sha1:d2e3b9cb9758b22887dfaf0118c9e3e1085e28d8improve docs2015-07-30T19:16:39ZGuillaume Horelguillaume.horel@serenitascapital.com2015-07-30T19:16:39Zurn:sha1:3cab7807e4d31a1cda940b9b3e160a1a7cf10a09new function using truncated dists2015-03-11T20:38:53ZGuillaume Horelguillaume.horel@serenitascapital.com2015-03-11T20:38:53Zurn:sha1:6528b3cf1b976b8392e4ae9d0f1857c22276ae9aadd an function for computing truncated expected loss2015-03-10T22:25:03ZGuillaume Horelguillaume.horel@serenitascapital.com2015-03-10T22:25:03Zurn:sha1:74fa05ce92c4d23d14cc6672ffefe3379a804bcdfix lossdistrib_truncated2015-03-10T18:23:44ZGuillaume Horelguillaume.horel@serenitascapital.com2015-03-10T18:17:51Zurn:sha1:544eb106db66e859a0933244bf46624eab1ab555