update R part

1 files changed, 4 insertions, 16 deletions

diff --git a/R/distrib.R b/R/distrib.R
index 47a93a8..c6dc609 100644
--- a/R/distrib.R
+++ b/R/distrib.R
@@ -277,13 +277,7 @@ lossdist.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){
 lossdistC <- function(p, w, S, N, defaultflag=FALSE){

     ## C version of lossdistrib2, roughly 50 times faster

     .C("lossdistrib", as.double(p), as.integer(length(p)),

-       as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q = double(N))$q

-}

-

-lossdistCblas <- function(p, w, S, N, defaultflag=FALSE){

-    ## C version of lossdistrib2, roughly 50 times faster

-    .C("lossdistrib_blas", as.double(p), as.integer(length(p)),

-       as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q = double(N))$q

+       as.double(w), as.double(S), as.integer(N), as.integer(N), as.logical(defaultflag), q = double(N))$q

 }

 

 lossdistCZ <- function(p, w, S, N, defaultflag=FALSE, rho, Z){

@@ -332,12 +326,6 @@ lossdistC.joint <- function(p, w, S, N, defaultflag=FALSE){
        as.double(S), as.integer(N), as.logical(defaultflag), q = matrix(0, N, N))$q

 }

 

-lossdistC.jointblas <- function(p, w, S, N, defaultflag=FALSE){

-    ## C version of lossdistrib.joint, roughly 20 times faster

-    .C("lossdistrib_joint_blas", as.double(p), as.integer(length(p)), as.double(w),

-       as.double(S), as.integer(N), as.logical(defaultflag), q = matrix(0, N, 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

@@ -351,9 +339,9 @@ lossdistC.jointZ <- function(dp, w, S, N, defaultflag = FALSE, rho, Z, wZ){
             as.double(Z), as.double(wZ), as.integer(length(Z)), q = matrix(0, N, N))$q

 }

 

-lossdistC.prepay.jointblas <- function(dp, pp, w, S, N, defaultflag=FALSE){

+lossdistC.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){

     ## C version of lossdist.prepay.joint

-    r <- .C("lossdistrib_prepay_joint_blas", as.double(dp), as.double(pp), as.integer(length(dp)),

+    r <- .C("lossdistrib_prepay_joint", as.double(dp), as.double(pp), as.integer(length(dp)),

             as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q=matrix(0, N, N))$q

     return(r)

 }

@@ -368,7 +356,7 @@ lossdistC.prepay.jointZ <- function(dp, pp, w, S, N, defaultflag = FALSE, rho, Z
     ## Z is a vector of length nZ

     ## w is a vector if length wZ

 

-    r <- .C("lossdistrib_prepay_joint_Z", as.double(dp), as.double(pp), as.integer(length(dp)),

+    r <- .C("lossdistrib_joint_Z", as.double(dp), as.double(pp), 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)), output = matrix(0,N,N))

     return(r$output)