1 files changed, 61 insertions, 66 deletions
diff --git a/src/lossdistrib.h b/src/lossdistrib.h
index d3b8f2a..3a65800 100644
--- a/src/lossdistrib.h
+++ b/src/lossdistrib.h
@@ -1,66 +1,61 @@
-extern int dgemv_(char* trans, int *m, int *n, double* alpha, double* A, int* lda,
-                  double* x, int* incx, double* beta, double* y, int* incy);
-extern double ddot_(int* n, double* dx, int* incx, double* dy, int* incy);
-extern int dscal_(int* n, double* da, double* dx, int* incx);
-extern int daxpy_(int* n, double* da, double* dx, int* incx, double* dy, int* incy);
-extern int dstev_(char* JOBZ, int* n, double* D, double* E, double* Z, int* ldz, double* WORK, int* INFO);
-extern void openblas_set_num_threads(int);
-
-void lossdistrib(double *p, int *np, double *w, double *S, int *N, int *defaultflag, double *q);
-void lossdistrib_blas(double *p, int *np, double *w, double *S, int *N, int *defaultflag, double *q);
-
-double shockprob(double p, double rho, double Z, int give_log);
-
-void lossdistrib_Z(double *p, int *np, double *w, double *S, int *N, int *defaultflag,
-                   double *rho, double *Z, int *nZ, double *q);
-
-void lossdistrib_truncated(double *p, int *np, double *w, double *S, int *N,
-                           int *T, int *defaultflag, double *q);
-
-static inline void posK(int T, double K, double lu, double* val);
-
-void exp_trunc(double *p, int *np, double *w, double *S, int *N, double *K,
-               double *r);
-
-void lossdistrib_joint(double *p, int *np, double *w, double *S, int *N,
-                       int *defaultflag, double *q);
-
-void lossdistrib_joint_blas(double *p, int *np, double *w, double *S, int *N,
-			    int *defaultflag, double *q);
-
-void recovdist(double *dp, double *pp, int *n, double *w, double *S, int *N, double *q);
-
-void lossdistrib_prepay_joint(double *dp, double *pp, int *ndp, double *w,
-                              double *S, int *N, int *defaultflag, double *q);
-double dqnorm(double x);
-
-double dshockprob(double p, double rho, double Z);
-
-void shockprobvec2(double p, double rho, double* Z, int nZ, double *q);
-
-double shockseverity(double S, double Z, double rho, double p);
-
-void fitprob(double* Z, double* w, int* nZ, double* rho, double* p0, double* result);
-
-void stochasticrecov(double* R, double* Rtilde, double* Z, double* w, int* nZ,
-                     double* rho, double* porig, double* pmod, double* q);
-
-void lossdistrib_prepay_joint_Z(double *dp, double *pp, int *ndp, double *w,
-                                double *S, int *N, int *defaultflag, double *rho,
-                                double *Z, double *wZ, int *nZ, double *q);
-void lossdistrib_joint_Z(double *dp, int *ndp, double *w,
-                         double *S, int *N, int *defaultflag, double *rho,
-                         double *Z, double *wZ, int *nZ, double *q);
-
-void BClossdist(double *SurvProb, int *dim1, int *dim2, double *issuerweights,
-                double *recov, double *Z, double *w, int *n, double *rho, int *N,
-                int *defaultflag, double *L, double *R);
-
-void BCloss_recov_trunc(double *defaultprob, int *dim1, int *dim2,
-                        double *issuerweights, double *recov, double *Z, double *w,
-                        int *n, double *rho, int *N, double * K, int *defaultflag,
-                        double *ELt, double *ERt);
-
-double quantile(double* Z, double* w, int nZ, double p0);
-
-void GHquad(int *n, double* Z, double* w);
+extern int dgemv_(char* trans, const int *m, const int *n, const double* alpha, double* A, const int* lda,
+                  const double* x, const int* incx, const double* beta, double* y, const int* incy);
+extern double ddot_(const int* n, const double* dx, const int* incx, const double* dy, const int* incy);
+extern int dscal_(int* n, double* da, double* dx, const int* incx);
+extern int daxpy_(int* n, double* da, double* dx, const int* incx, double* dy, const int* incy);
+extern int dstev_(char* JOBZ, const int* n, double* D, double* E, double* Z, const int* ldz,
+                  double* WORK, int* INFO);
+extern void openblas_set_num_threads(int);
+
+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);
+
+double shockprob(double p, double rho, double Z, int give_log);
+
+void lossdistrib_Z(const double *p, const int *np, const double *w, const double *S, const int *N,
+                   const int *defaultflag, const double *rho, const double *Z, const int *nZ,
+                   double *q);
+
+static inline void posK(int T, double K, double lu, double* val);
+
+void exp_trunc(const double *p, const int *np, const double *w, const double *S,
+               const int *N, const double *K, double *r);
+
+void lossdistrib_joint(const double *p, const double* pp, const int *np, const double *w, const double *S,
+                       const int *N, const int *defaultflag, double *q);
+
+void recovdist(const double *dp, const double *pp, const int *n, const double *w,
+               const double *S, const int *N, double *q);
+
+double dqnorm(double x);
+
+double dshockprob(double p, double rho, double Z);
+
+void shockprobvec2(double p, double rho, double* Z, int nZ, double *q);
+
+double shockseverity(double S, double Z, double rho, double p);
+
+void fitprob(double* Z, double* w, int* nZ, double* rho, double* p0, double* result);
+
+void stochasticrecov(double* R, double* Rtilde, double* Z, double* w, int* nZ,
+                     double* rho, double* porig, double* pmod, double* q);
+
+
+void lossdistrib_joint_Z(const double *dp, const double* pp, const int *ndp, const double *w,
+                         const double *S, const int *N, const int *defaultflag, const double *rho,
+                         const double *Z, const double *wZ, const int *nZ, double *q);
+
+void BCloss_recov_dist(const double *SurvProb, const int *dim1, const int *dim2, const double *issuerweights,
+                       const double *recov, const double *Z, const double *w, const int *n,
+                       const double *rho, const int *N,
+                       const int *defaultflag, double *L, double *R);
+
+void BCloss_recov_trunc(const double *defaultprob, const int *dim1, const int *dim2,
+                        const double *issuerweights, const double *recov, const double *Z,
+                        const double *w, const int *n, const double *rho, const int *N,
+                        const double * K, const int *defaultflag,
+                        double *ELt, double *ERt);
+
+double quantile(double* Z, double* w, int nZ, double p0);
+
+void GHquad(const int *n, double* Z, double* w);