handle rho=1. properly

1 files changed, 7 insertions, 1 deletions

diff --git a/src/lossdistrib.c b/src/lossdistrib.c
index e472a44..6e43a36 100644
--- a/src/lossdistrib.c
+++ b/src/lossdistrib.c
@@ -394,7 +394,11 @@ void recovdist(const double *dp, const double *pp, const int *n, const double *w
 
 double shockprob(double p, double rho, double Z, int give_log){
     if(rho == 1.) {
-        return((double)(Z<=qnorm(p, 0, 1, 1, 0)));
+        if( give_log ) {
+            abort();
+        } else {
+            return (double)(Z <= qnorm(p, 0, 1, 1, 0));
+        }
     } else if (rho == 0.) {
         return p;
     } else {
@@ -425,6 +429,8 @@ double shockseverity(double S, double Z, double rho, double p){
         return 0;
     } else if (rho == 0.) {
         return S;
+    } else if (rho == 1.) {
+        return Z <= qnorm(S * p, 0, 1, 1, 0) ? 1. : 0.;
     } else {
         return( exp(shockprob(S * p, rho, Z, 1) - shockprob(p, rho, Z, 1)) );
     }