typos

1 files changed, 4 insertions, 10 deletions

diff --git a/R/distrib.R b/R/distrib.R
index 8eb8c42..2b19aa6 100644
--- a/R/distrib.R
+++ b/R/distrib.R
@@ -78,11 +78,11 @@ convolve <- function(dist1, dist2) {
 #' We compute the probability distribution of \eqn{S = \sum_{i=1}^n X_i}
 #' where \eqn{X_i} is Bernouilli(\eqn{p_i}).
 #' This uses the FFT, thus complexity is of order \eqn{O(n \log(n))},
-#' compared to \eqn{O(n^2)} for the recurvise algotithm.
+#' compared to \eqn{O(n^2)} for the recursive algorithm.
 #' @param p Numeric vector, the vector of success probabilities
 #' @return A vector such that \eqn{q_k=\Pr(S=k)}
 lossdistrib.fft <- function(p) {
-    ## haven't tested when p is not a poiwer of 2.
+    ## haven't tested when p is not a power of 2.
     if(length(p) == 1){
         c(1-p, p)
     }else {
@@ -222,7 +222,7 @@ recovdist <- function(dp, pp, w, S, N){
 #' @param w Numeric, vector of weights
 #' @param S Numeric, vector of severities
 #' @param N Integer, number of ticks in the grid
-#' @param defaultflab Logical, whether to return the loss or default distribution
+#' @param defaultflag Logical, whether to return the loss or default distribution
 #' @return q Matrix of joint loss, recovery probability distribution
 #' colSums(q) is the recovery distribution marginal
 #' rowSums(q) is the loss distribution marginal
@@ -364,12 +364,6 @@ recovdistC <- function(dp, pp, w, S, N){
        as.double(w), as.double(S), as.integer(N), q = double(N))$q
 }
 
-lossdistC.joint <- function(p, w, S, N, defaultflag=FALSE){
-    ## C version of lossdistrib.joint, roughly 20 times faster
-    .C("lossdistrib_joint", 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
@@ -385,7 +379,7 @@ lossdistC.jointZ <- function(dp, w, S, N, defaultflag = FALSE, rho, Z, wZ){
 
 lossdistC.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){
     ## C version of lossdist.prepay.joint
-    r <- .C("lossdistrib_prepay_joint", as.double(dp), as.double(pp), as.integer(length(dp)),
+    r <- .C("lossdistrib_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)
 }