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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2015-07-30 15:17:00 -0400 |
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| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2015-07-30 15:17:00 -0400 |
| commit | d2e3b9cb9758b22887dfaf0118c9e3e1085e28d8 (patch) | |
| tree | e38df0cd40d2aaa982c3836d392ff86c6275e1aa /man/lossdistrib2.truncated.Rd | |
| parent | 3cab7807e4d31a1cda940b9b3e160a1a7cf10a09 (diff) | |
| download | lossdistrib-d2e3b9cb9758b22887dfaf0118c9e3e1085e28d8.tar.gz | |
add generated docs
Diffstat (limited to 'man/lossdistrib2.truncated.Rd')
| -rw-r--r-- | man/lossdistrib2.truncated.Rd | 34 |
1 files changed, 34 insertions, 0 deletions
diff --git a/man/lossdistrib2.truncated.Rd b/man/lossdistrib2.truncated.Rd new file mode 100644 index 0000000..2a488e9 --- /dev/null +++ b/man/lossdistrib2.truncated.Rd @@ -0,0 +1,34 @@ +% Generated by roxygen2 (4.1.1): do not edit by hand +% Please edit documentation in R/distrib.R +\name{lossdistrib2.truncated} +\alias{lossdistrib2.truncated} +\title{recursive algorithm with first order correction truncated version +this is actually slower than lossdistrib2. But in C this is +twice as fast. +For high severities, M can become bigger than N, and there is +some probability mass escaping.} +\usage{ +lossdistrib2.truncated(p, w, S, N, cutoff = N) +} +\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{cutoff}{Integer, where to stop computing the exact probabilities} +} +\value{ +a Numeric vector of size \code{N} computing the loss distribution +} +\description{ +recursive algorithm with first order correction truncated version +this is actually slower than lossdistrib2. But in C this is +twice as fast. +For high severities, M can become bigger than N, and there is +some probability mass escaping. +} + |
