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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2017-04-27 13:11:20 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2017-04-27 13:11:20 -0400 |
| commit | 86f4198f0dcdc666f6fc9f2a18be4b131c2d41c3 (patch) | |
| tree | 9e98f5ce9968c127f970cbdced23813f6d6179f6 | |
| parent | 25a3a7a3a6d22e0c5eb46ac920c666cda5fcbdc5 (diff) | |
| download | lossdistrib-86f4198f0dcdc666f6fc9f2a18be4b131c2d41c3.tar.gz | |
fix comment
| -rw-r--r-- | src/lossdistrib.c | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/src/lossdistrib.c b/src/lossdistrib.c index bc39451..e09c9bf 100644 --- a/src/lossdistrib.c +++ b/src/lossdistrib.c @@ -36,8 +36,9 @@ void GHquad(const int* n, double* Z, double* w) { free(V); } -void lossdistrib(const double *p, const int *np, const double *w, const double *S, const int *N, - const int* T, const int *defaultflag, double *q) { +void lossdistrib(const double *p, const int *np, const double *w, + const double *S, const int *N, const int* T, + const int *defaultflag, double *q) { /* recursive algorithm with first order correction for computing the loss distribution. p vector of default probabilities @@ -45,6 +46,7 @@ void lossdistrib(const double *p, const int *np, const double *w, const double * w issuer weights S vector of severities (should be same length as p) N number of ticks in the grid + T where we truncate the distribution. defaultflag if true compute the default distribution q the loss distribution */ openblas_set_num_threads(1); |