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authorGuillaume Horel <guillaume.horel@serenitascapital.com>2016-03-24 14:24:11 -0400
committerGuillaume Horel <guillaume.horel@serenitascapital.com>2016-03-24 14:24:11 -0400
commitbadae0f3f338d9218ca5860f4f91603b67b8cf07 (patch)
tree7bfc7a77ceacb13d44bea9958d95e3085b1af745 /man/lossdist.joint.Rd
parent2b4c4fd1b186d343d2776517ab91988d97a8fb91 (diff)
downloadlossdistrib-badae0f3f338d9218ca5860f4f91603b67b8cf07.tar.gz
docs improvement
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-rw-r--r--man/lossdist.joint.Rd10
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.
}