special case p == 1.

1 files changed, 2 insertions, 0 deletions

diff --git a/src/lossdistrib.c b/src/lossdistrib.c
index 6e43a36..08f7a89 100644
--- a/src/lossdistrib.c
+++ b/src/lossdistrib.c
@@ -401,6 +401,8 @@ double shockprob(double p, double rho, double Z, int give_log){
         }
     } else if (rho == 0.) {
         return p;
+    } else if (p == 1.) {
+        return give_log ? 0. : 1.;
     } else {
         return( pnorm( (qnorm(p, 0, 1, 1, 0) - sqrt(rho) * Z)/sqrt(1 - rho), 0, 1, 1, give_log));
     }