docs improvement

1 files changed, 10 insertions, 3 deletions

diff --git a/man/lossdistrib2.Rd b/man/lossdistrib2.Rd
index d62afb4..4d1dd9c 100644
--- a/man/lossdistrib2.Rd
+++ b/man/lossdistrib2.Rd
@@ -2,7 +2,7 @@
 % Please edit documentation in R/distrib.R
 \name{lossdistrib2}
 \alias{lossdistrib2}
-\title{recursive algorithm with first order correction}
+\title{Loss distribution of a portfolio}
 \usage{
 lossdistrib2(p, w, S, N, defaultflag = FALSE)
 }
@@ -15,7 +15,7 @@ lossdistrib2(p, w, S, N, defaultflag = FALSE)
 
 \item{N}{Integer, number of ticks in the grid}
 
-\item{defaultflag}{Boolean, if True, we compute the default distribution
+\item{defaultflag}{Boolean, if TRUE, we compute the default distribution
 (instead of the loss distribution).}
 }
 \value{
@@ -23,6 +23,13 @@ a Numeric vector of size \code{N} computing the loss (resp.
 default) distribution if \code{defaultflag} is FALSE (resp. TRUE).
 }
 \description{
-recursive algorithm with first order correction
+\code{lossdistrib2} computes the probability distribution of a sum
+of independent Bernouilli variables with unequal probabilities.
+}
+\details{
+We compute the probability distribution of \eqn{L = \sum_{i=1}^n w_i S_i X_i}
+where \eqn{X_i} is Bernouilli(\eqn{p_i}). If \code{defaultflag} is TRUE, we
+compute the distribution of \eqn{D = \sum_{i=1}^n w_i X_i} instead.
+This a recursive algorithm with first order correction for discretization.
 }