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authorGuillaume Horel <guillaume.horel@gmail.com>2017-12-18 13:12:27 -0500
committerGuillaume Horel <guillaume.horel@gmail.com>2017-12-18 13:36:51 -0500
commite53f4b7e2c03e7e47a0e6f386e021cc262adf8ab (patch)
treeefff8c32362d83ea55e4976ab8b8693b1976c229 /R/distrib.R
parent3a24c5b21099f82a1656f0fc97dd7924785beef0 (diff)
downloadlossdistrib-e53f4b7e2c03e7e47a0e6f386e021cc262adf8ab.tar.gz
fix renaming
Diffstat (limited to 'R/distrib.R')
-rw-r--r--R/distrib.R22
1 files changed, 11 insertions, 11 deletions
diff --git a/R/distrib.R b/R/distrib.R
index 7dfafdd..2b14776 100644
--- a/R/distrib.R
+++ b/R/distrib.R
@@ -363,11 +363,11 @@ exp_trunc <- function(p, w, S, N, K){
rec.trunc <- function(p, w, S, N, K){
## computes E[(K-(1-R))^+] = E[(\tilde K- \bar R)]
## where \tilde K = K-sum_i w_i S_i and \bar R=\sum_i w_i R_i (1-X_i)
- Ktilde <- K-crossprod(w, S)
- if(Ktilde < 0){
- return( 0 )
- }else{
- return( exp.trunc(1-p, w, 1-S, N, Ktilde) )
+ Ktilde <- K - crossprod(w, S)
+ if(Ktilde < 0) {
+ return( 0. )
+ } else {
+ return( exp_trunc(1 - p, w, 1 - S, N, Ktilde) )
}
}
@@ -442,15 +442,15 @@ lossrecovdist.term <- function(defaultprob, prepayprob, w, S, N, defaultflag=FAL
lossrecovdist.joint.term <- function(defaultprob, prepayprob, w, S, N, defaultflag=FALSE, useC=TRUE){
## computes the joint loss and recovery distribution over time
Q <- array(0, dim=c(ncol(defaultprob), N, N))
- lossdist.joint <- if(useC) lossdistC.jointblas
- lossdist.prepay.joint <- if(useC) lossdistC.prepay.jointblas
- if(missing(prepayprob)){
+ lossdist.joint <- if(useC) lossdistC.joint
+ lossdist.prepay.joint <- if(useC) lossdistC.prepay.joint
+ if(missing(prepayprob)) {
for(t in 1:ncol(defaultprob)){
Q[t,,] <- lossdist.joint(defaultprob[,t], w, S[,t], N, defaultflag)
}
- }else{
- for(t in 1:ncol(defaultprob)){
- Q[t,,] <- lossdist.prepay.jointblas(defaultprob[,t], prepayprob[,t], w, S[,t], N, defaultflag)
+ } else {
+ for(t in 1:ncol(defaultprob)) {
+ Q[t,,] <- lossdist.prepay.joint(defaultprob[,t], prepayprob[,t], w, S[,t], N, defaultflag)
}
}
return(Q)