try to fix lossdistrib_joint_Z

2 files changed, 6 insertions, 17 deletions

diff --git a/R/distrib.R b/R/distrib.R
index 2b19aa6..26b62cc 100644
--- a/R/distrib.R
+++ b/R/distrib.R
@@ -364,19 +364,6 @@ recovdistC <- function(dp, pp, w, S, N){
        as.double(w), as.double(S), as.integer(N), q = double(N))$q
 }
 
-lossdistC.jointZ <- function(dp, w, S, N, defaultflag = FALSE, rho, Z, wZ){
-    ## N is the size of the grid
-    ## dp is of size n.credits
-    ## w is of size n.credits
-    ## S is of size n.credits by nZ
-    ## rho is a double
-    ## Z is a vector of length nZ
-    ## w is a vector if length wZ
-    r <- .C("lossdistrib_joint_Z", as.double(dp), as.integer(length(dp)),
-            as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), as.double(rho),
-            as.double(Z), as.double(wZ), as.integer(length(Z)), q = matrix(0, N, N))$q
-}
-
 lossdistC.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){
     ## C version of lossdist.prepay.joint
     r <- .C("lossdistrib_joint", as.double(dp), as.double(pp), as.integer(length(dp)),
diff --git a/src/lossdistrib.c b/src/lossdistrib.c
index 35720ea..b1b78c4 100644
--- a/src/lossdistrib.c
+++ b/src/lossdistrib.c
@@ -414,15 +414,15 @@ void lossdistrib_joint_Z(const double *dp, const double *pp, const int *ndp,
                          double *q) {
 
     int N2 = (*N) * (*N);
-    double* qmat = malloc(sizeof(double) * N2 * (*nZ));
+    double* qmat = calloc(N2 * (*nZ), sizeof(double));
 
     const double alpha = 1;
     const double beta = 0;
-
     #pragma omp parallel for
     for(int i = 0; i < *nZ; i++){
         double* dpshocked = malloc(sizeof(double) * (*ndp));
-        double* ppshocked = 0;
+        double* Sshocked = malloc(sizeof(double) * (*ndp));
+        double* ppshocked = NULL;
         if(pp) {
             ppshocked = malloc(sizeof(double) * (*ndp));
         }
@@ -431,11 +431,13 @@ void lossdistrib_joint_Z(const double *dp, const double *pp, const int *ndp,
             if(pp) {
                 ppshocked[j] = shockprob(pp[j], rho[j], -Z[i], 0);
             }
+            Sshocked[j] = shockseverity(S[j], Z[i], rho[j], dp[j]);
         }
 
-        lossdistrib_joint(dpshocked, ppshocked, ndp, w, S + (*ndp) * i,
+        lossdistrib_joint(dpshocked, ppshocked, ndp, w, Sshocked,
                           N, defaultflag, qmat + N2 * i);
         free(dpshocked);
+        free(Sshocked);
         if(pp) {
             free(ppshocked);
         }