diff options
| -rw-r--r-- | R/distrib.R | 20 |
1 files changed, 4 insertions, 16 deletions
diff --git a/R/distrib.R b/R/distrib.R index 47a93a8..c6dc609 100644 --- a/R/distrib.R +++ b/R/distrib.R @@ -277,13 +277,7 @@ lossdist.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){ lossdistC <- function(p, w, S, N, defaultflag=FALSE){
## C version of lossdistrib2, roughly 50 times faster
.C("lossdistrib", as.double(p), as.integer(length(p)),
- as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q = double(N))$q
-}
-
-lossdistCblas <- function(p, w, S, N, defaultflag=FALSE){
- ## C version of lossdistrib2, roughly 50 times faster
- .C("lossdistrib_blas", as.double(p), as.integer(length(p)),
- as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q = double(N))$q
+ as.double(w), as.double(S), as.integer(N), as.integer(N), as.logical(defaultflag), q = double(N))$q
}
lossdistCZ <- function(p, w, S, N, defaultflag=FALSE, rho, Z){
@@ -332,12 +326,6 @@ lossdistC.joint <- function(p, w, S, N, defaultflag=FALSE){ as.double(S), as.integer(N), as.logical(defaultflag), q = matrix(0, N, N))$q
}
-lossdistC.jointblas <- function(p, w, S, N, defaultflag=FALSE){
- ## C version of lossdistrib.joint, roughly 20 times faster
- .C("lossdistrib_joint_blas", as.double(p), as.integer(length(p)), as.double(w),
- as.double(S), as.integer(N), as.logical(defaultflag), q = matrix(0, N, N))$q
-}
-
lossdistC.jointZ <- function(dp, w, S, N, defaultflag = FALSE, rho, Z, wZ){
## N is the size of the grid
## dp is of size n.credits
@@ -351,9 +339,9 @@ lossdistC.jointZ <- function(dp, w, S, N, defaultflag = FALSE, rho, Z, wZ){ as.double(Z), as.double(wZ), as.integer(length(Z)), q = matrix(0, N, N))$q
}
-lossdistC.prepay.jointblas <- function(dp, pp, w, S, N, defaultflag=FALSE){
+lossdistC.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){
## C version of lossdist.prepay.joint
- r <- .C("lossdistrib_prepay_joint_blas", as.double(dp), as.double(pp), as.integer(length(dp)),
+ r <- .C("lossdistrib_prepay_joint", as.double(dp), as.double(pp), as.integer(length(dp)),
as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q=matrix(0, N, N))$q
return(r)
}
@@ -368,7 +356,7 @@ lossdistC.prepay.jointZ <- function(dp, pp, w, S, N, defaultflag = FALSE, rho, Z ## Z is a vector of length nZ
## w is a vector if length wZ
- r <- .C("lossdistrib_prepay_joint_Z", as.double(dp), as.double(pp), as.integer(length(dp)),
+ r <- .C("lossdistrib_joint_Z", as.double(dp), as.double(pp), as.integer(length(dp)),
as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), as.double(rho),
as.double(Z), as.double(wZ), as.integer(length(Z)), output = matrix(0,N,N))
return(r$output)
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