diff options
Diffstat (limited to 'src/lossdistrib.c')
| -rw-r--r-- | src/lossdistrib.c | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/src/lossdistrib.c b/src/lossdistrib.c index bc39451..e09c9bf 100644 --- a/src/lossdistrib.c +++ b/src/lossdistrib.c @@ -36,8 +36,9 @@ void GHquad(const int* n, double* Z, double* w) { free(V); } -void lossdistrib(const double *p, const int *np, const double *w, const double *S, const int *N, - const int* T, const int *defaultflag, double *q) { +void lossdistrib(const double *p, const int *np, const double *w, + const double *S, const int *N, const int* T, + const int *defaultflag, double *q) { /* recursive algorithm with first order correction for computing the loss distribution. p vector of default probabilities @@ -45,6 +46,7 @@ void lossdistrib(const double *p, const int *np, const double *w, const double * w issuer weights S vector of severities (should be same length as p) N number of ticks in the grid + T where we truncate the distribution. defaultflag if true compute the default distribution q the loss distribution */ openblas_set_num_threads(1); |