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authorGuillaume Horel <guillaume.horel@serenitascapital.com>2015-07-30 15:17:00 -0400
committerGuillaume Horel <guillaume.horel@serenitascapital.com>2015-07-30 15:17:00 -0400
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+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/distrib.R
+\name{lossdistrib2}
+\alias{lossdistrib2}
+\title{recursive algorithm with first order correction}
+\usage{
+lossdistrib2(p, w, S, N, defaultflag = FALSE)
+}
+\arguments{
+\item{p}{Numeric, vector of default probabilities}
+
+\item{w}{Numeric, vector of weights}
+
+\item{S}{Numeric, vector of severities}
+
+\item{N}{Integer, number of ticks in the grid}
+
+\item{defaultflag}{Boolean, if True, we compute the default distribution
+(instead of the loss distribution).}
+}
+\value{
+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
+}
+