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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-03-07 15:39:42 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-03-07 15:39:42 -0500 |
| commit | 8e57746d75a9e65436db6e8b589fc553c4a4989b (patch) | |
| tree | bf591bfd80ddd4e4fb3099f4e97660a9e195459d /R | |
| parent | 0997866e260e31244729466eae548a860f9a96ae (diff) | |
| download | lossdistrib-8e57746d75a9e65436db6e8b589fc553c4a4989b.tar.gz | |
be more defensive with the dimensions
Diffstat (limited to 'R')
| -rw-r--r-- | R/distrib.R | 11 |
1 files changed, 8 insertions, 3 deletions
diff --git a/R/distrib.R b/R/distrib.R index c6dc609..eeb1796 100644 --- a/R/distrib.R +++ b/R/distrib.R @@ -281,7 +281,11 @@ lossdistC <- function(p, w, S, N, defaultflag=FALSE){ }
lossdistCZ <- function(p, w, S, N, defaultflag=FALSE, rho, Z){
- #S is of size (length(p), length(Z))
+ ##S is of size (length(p), length(Z))
+ stopifnot(length(rho)==length(p),
+ length(rho)==length(w),
+ nrow(S)==length(p),
+ ncol(S)==length(Z))
.C("lossdistrib_Z", as.double(p), as.integer(length(p)),
as.double(w), as.double(S), as.integer(N), as.logical(defaultflag),
as.double(rho), as.double(Z), as.integer(length(Z)),
@@ -553,11 +557,12 @@ BClossdist <- function(defaultprob, issuerweights, recov, rho, Z, w, BClossdistC <- function(defaultprob, issuerweights, recov, rho, Z, w,
N=length(issuerweights)+1, defaultflag=FALSE){
- stopifnot(length(Z)==length(w),
- nrow(defaultprob)==length(issuerweights))
if(is.null(dim(defaultprob))){
dim(defaultprob) <- c(length(defaultprob),1)
}
+ stopifnot(length(Z)==length(w),
+ nrow(defaultprob)==length(issuerweights),
+ nrow(defaultprob)==length(recov))
L <- matrix(0, N, ncol(defaultprob))
R <- matrix(0, N, ncol(defaultprob))
rho <- rep(rho, length(issuerweights))
|