update docs

8 files changed, 35 insertions, 20 deletions

diff --git a/man/GHquad.Rd b/man/GHquad.Rd
index 1d62281..3a9dfab 100644
--- a/man/GHquad.Rd
+++ b/man/GHquad.Rd
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.1.1): do not edit by hand
+% Generated by roxygen2: do not edit by hand
 % Please edit documentation in R/distrib.R
 \name{GHquad}
 \alias{GHquad}
@@ -22,4 +22,3 @@ Gaussian distribution.
 if f is a function, then \eqn{\sum_{i=1}^n f(Z_i)w_i \approx
 \frac{1}{\sqrt{2\pi}} \int_{-\infty}^\infty f(x)e^{-\frac{x^2}{2}}\,dx}.
 }
-
diff --git a/man/convolve.Rd b/man/convolve.Rd
new file mode 100644
index 0000000..b2cbbc4
--- /dev/null
+++ b/man/convolve.Rd
@@ -0,0 +1,20 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/distrib.R
+\name{convolve}
+\alias{convolve}
+\title{Convolution of two discrete probability distributions}
+\usage{
+convolve(dist1, dist2)
+}
+\arguments{
+\item{dist1}{Numeric vector of probabilities}
+
+\item{dist2}{Numeric vector of probabilities}
+}
+\value{
+Convolution of the two vectors
+}
+\description{
+This is the probability of the sum of the two random variables
+assuming they are independent.
+}
diff --git a/man/lossdist.joint.Rd b/man/lossdist.joint.Rd
index 1cf7a71..d803252 100644
--- a/man/lossdist.joint.Rd
+++ b/man/lossdist.joint.Rd
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.1.1): do not edit by hand
+% Generated by roxygen2: do not edit by hand
 % Please edit documentation in R/distrib.R
 \name{lossdist.joint}
 \alias{lossdist.joint}
@@ -16,7 +16,7 @@ lossdist.joint(p, w, S, N, defaultflag = FALSE)
 
 \item{N}{Integer, number of ticks in the grid}
 
-\item{defaultflab}{Logical, whether to return the loss or default distribution}
+\item{defaultflag}{Logical, whether to return the loss or default distribution}
 }
 \value{
 q Matrix of joint loss, recovery probability distribution
@@ -27,4 +27,3 @@ rowSums(q) is the loss distribution marginal
 For high severities, M can become bigger than N, and there is
 some probability mass escaping.
 }
-
diff --git a/man/lossdistrib.Rd b/man/lossdistrib.Rd
index 7af12d4..bc68ce4 100644
--- a/man/lossdistrib.Rd
+++ b/man/lossdistrib.Rd
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.1.1): do not edit by hand
+% Generated by roxygen2: do not edit by hand
 % Please edit documentation in R/distrib.R
 \name{lossdistrib}
 \alias{lossdistrib}
@@ -14,11 +14,11 @@ A vector q such that \eqn{q_k=\Pr(S=k)}
 }
 \description{
 \code{lossdistrib} computes the probability distribution of a sum
-of independent Bernouilli variables with unequal probabilities.
+of independent Bernouilli variables with unequal probabilities
+(also called the Poisson-Binomial distribution).
 }
 \details{
 We compute the probability distribution of \eqn{S = \sum_{i=1}^n X_i}
 where \eqn{X_i} is Bernouilli(\eqn{p_i}). This uses the simple recursive
 algorithm of Andersen, Sidenius and Basu
 }
-
diff --git a/man/lossdistrib.fft.Rd b/man/lossdistrib.fft.Rd
index c4eae10..3843bdc 100644
--- a/man/lossdistrib.fft.Rd
+++ b/man/lossdistrib.fft.Rd
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.1.1): do not edit by hand
+% Generated by roxygen2: do not edit by hand
 % Please edit documentation in R/distrib.R
 \name{lossdistrib.fft}
 \alias{lossdistrib.fft}
@@ -14,13 +14,12 @@ A vector such that \eqn{q_k=\Pr(S=k)}
 }
 \description{
 \code{lossdistrib.fft} computes the probability distribution of a sum
-of independent Bernouilli variables with unequal probabilities.
+of independent Bernouilli variables with unequal probabilities
+(also called the Poisson-Binomial distribution).
 }
 \details{
 We compute the probability distribution of \eqn{S = \sum_{i=1}^n X_i}
 where \eqn{X_i} is Bernouilli(\eqn{p_i}).
-This uses the FFT, thus omplexity is of order \eqn{O(n m) + O(m\log(m))}
-where \eqn{m} is the size of the grid and \eqn{n}, the number of probabilities.
-It is slower than the recursive algorithm in practice.
+This uses the FFT, thus complexity is of order \eqn{O(n \log(n))},
+compared to \eqn{O(n^2)} for the recursive algorithm.
 }
-
diff --git a/man/lossdistrib2.Rd b/man/lossdistrib2.Rd
index 4d1dd9c..915deab 100644
--- a/man/lossdistrib2.Rd
+++ b/man/lossdistrib2.Rd
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.1.1): do not edit by hand
+% Generated by roxygen2: do not edit by hand
 % Please edit documentation in R/distrib.R
 \name{lossdistrib2}
 \alias{lossdistrib2}
@@ -31,5 +31,5 @@ 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.
+Complexity is of ordier \eqn{O(nN)}, so linear for a given grid size.
 }
-
diff --git a/man/lossdistrib2.truncated.Rd b/man/lossdistrib2.truncated.Rd
index 9c4854e..7e41c48 100644
--- a/man/lossdistrib2.truncated.Rd
+++ b/man/lossdistrib2.truncated.Rd
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.1.1): do not edit by hand
+% Generated by roxygen2: do not edit by hand
 % Please edit documentation in R/distrib.R
 \name{lossdistrib2.truncated}
 \alias{lossdistrib2.truncated}
@@ -30,4 +30,3 @@ This is actually slower than \code{lossdistrib2}, but in C this is
 twice as fast. For high severities, M can become bigger than the cutoff, and
 there is some probability mass escaping.
 }
-
diff --git a/man/recovdist.Rd b/man/recovdist.Rd
index c6da216..16faba2 100644
--- a/man/recovdist.Rd
+++ b/man/recovdist.Rd
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.1.1): do not edit by hand
+% Generated by roxygen2: do not edit by hand
 % Please edit documentation in R/distrib.R
 \name{recovdist}
 \alias{recovdist}
@@ -34,4 +34,3 @@ as the pair of values
 \eqn{\left\lceil\frac{v}{lu}\right\rceil} so that \eqn{X_i} has
 four non zero values.
 }
-