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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-03-24 14:24:11 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-03-24 14:24:11 -0400 |
| commit | badae0f3f338d9218ca5860f4f91603b67b8cf07 (patch) | |
| tree | 7bfc7a77ceacb13d44bea9958d95e3085b1af745 /man/lossdist.joint.Rd | |
| parent | 2b4c4fd1b186d343d2776517ab91988d97a8fb91 (diff) | |
| download | lossdistrib-badae0f3f338d9218ca5860f4f91603b67b8cf07.tar.gz | |
docs improvement
Diffstat (limited to 'man/lossdist.joint.Rd')
| -rw-r--r-- | man/lossdist.joint.Rd | 10 |
1 files changed, 3 insertions, 7 deletions
diff --git a/man/lossdist.joint.Rd b/man/lossdist.joint.Rd index c3354af..1cf7a71 100644 --- a/man/lossdist.joint.Rd +++ b/man/lossdist.joint.Rd @@ -2,10 +2,8 @@ % Please edit documentation in R/distrib.R \name{lossdist.joint} \alias{lossdist.joint} -\title{recursive algorithm with first order correction to compute the joint -probability distribution of the loss and recovery. -For high severities, M can become bigger than N, and there is -some probability mass escaping.} +\title{Joint loss-recovery distributionrecursive algorithm with first order correction to compute the joint +probability distribution of the loss and recovery.} \usage{ lossdist.joint(p, w, S, N, defaultflag = FALSE) } @@ -18,7 +16,7 @@ lossdist.joint(p, w, S, N, defaultflag = FALSE) \item{N}{Integer, number of ticks in the grid} -\item{cutoff}{Integer, where to stop computing the exact probabilities} +\item{defaultflab}{Logical, whether to return the loss or default distribution} } \value{ q Matrix of joint loss, recovery probability distribution @@ -26,8 +24,6 @@ colSums(q) is the recovery distribution marginal rowSums(q) is the loss distribution marginal } \description{ -recursive algorithm with first order correction to compute the joint -probability distribution of the loss and recovery. For high severities, M can become bigger than N, and there is some probability mass escaping. } |
