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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2014-05-07 10:50:13 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2014-05-07 10:50:13 -0400 |
| commit | 6eac91bf7bcf3515e661d74b49e8179938bd1488 (patch) | |
| tree | 76a7ff22c3d6f5be749c2efd9fb01138447c384b /src/lossdistrib.h | |
| parent | 216fe79edf63926a28a4a435b78ebf03fc96b1d1 (diff) | |
| download | lossdistrib-6eac91bf7bcf3515e661d74b49e8179938bd1488.tar.gz | |
add GHquad function, get rid of statmod dependency
Diffstat (limited to 'src/lossdistrib.h')
| -rw-r--r-- | src/lossdistrib.h | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/src/lossdistrib.h b/src/lossdistrib.h index d4bd974..785b4e8 100644 --- a/src/lossdistrib.h +++ b/src/lossdistrib.h @@ -44,3 +44,5 @@ void BClossdist(double *SurvProb, int *dim1, int *dim2, double *issuerweights, int *defaultflag, double *L, double *R);
double quantile(double* Z, double* w, int nZ, double p0);
+
+void GHquad(int *n, double* Z, double* w);
|