diff options
Diffstat (limited to 'src/lossdistrib.h')
| -rw-r--r-- | src/lossdistrib.h | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/src/lossdistrib.h b/src/lossdistrib.h index d4bd974..785b4e8 100644 --- a/src/lossdistrib.h +++ b/src/lossdistrib.h @@ -44,3 +44,5 @@ void BClossdist(double *SurvProb, int *dim1, int *dim2, double *issuerweights, int *defaultflag, double *L, double *R);
double quantile(double* Z, double* w, int nZ, double p0);
+
+void GHquad(int *n, double* Z, double* w);
|