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Diffstat (limited to 'man/lossdist.joint.Rd')
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diff --git a/man/lossdist.joint.Rd b/man/lossdist.joint.Rd new file mode 100644 index 0000000..c3354af --- /dev/null +++ b/man/lossdist.joint.Rd @@ -0,0 +1,34 @@ +% Generated by roxygen2 (4.1.1): do not edit by hand +% Please edit documentation in R/distrib.R +\name{lossdist.joint} +\alias{lossdist.joint} +\title{recursive algorithm with first order correction to compute the joint +probability distribution of the loss and recovery. +For high severities, M can become bigger than N, and there is +some probability mass escaping.} +\usage{ +lossdist.joint(p, w, S, N, defaultflag = FALSE) +} +\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{ +q Matrix of joint loss, recovery probability distribution +colSums(q) is the recovery distribution marginal +rowSums(q) is the loss distribution marginal +} +\description{ +recursive algorithm with first order correction to compute the joint +probability distribution of the loss and recovery. +For high severities, M can become bigger than N, and there is +some probability mass escaping. +} + |