summaryrefslogtreecommitdiffstats
AgeCommit message (Collapse)Author
2018-02-16use internal Blas and Lapack on WindowsGuillaume Horel
2018-02-16fix compilation when not using blasGuillaume Horel
2017-12-22try to fix openmpGuillaume Horel
2017-12-18fix importsGuillaume Horel
2017-12-18fix renamingGuillaume Horel
2017-12-18whitespaceGuillaume Horel
2017-12-18add .Rbuildignore fileGuillaume Horel
2017-12-18update docsGuillaume Horel
2017-12-18use Roxygen moreGuillaume Horel
2017-12-13fix BCloss_recov_truncGuillaume Horel
2017-12-12do not use lapacke which is buggyGuillaume Horel
2017-12-12alloccate lessGuillaume Horel
2017-11-21add gitignore fileGuillaume Horel
2017-04-27use symbols, not stringsGuillaume Horel
2017-04-27fix commentGuillaume Horel
2017-04-27register routinesGuillaume Horel
2017-04-10revert commit 34a4f01Guillaume Horel
2017-04-05function to compute the average recovery distributionGuillaume Horel
2017-03-31try to fix lossdistrib_joint_ZGuillaume Horel
2017-03-31typosGuillaume Horel
2017-02-28typoGuillaume Horel
2016-10-21fix up the fft computationGuillaume Horel
2016-10-21small tweakGuillaume Horel
2016-03-24docs improvementGuillaume Horel
2016-03-08unix line endingsGuillaume Horel
2016-03-08small fixesGuillaume Horel
2016-03-08start adding testsGuillaume Horel
2016-03-08start using testthat for testingGuillaume Horel
2016-03-07be more defensive with the dimensionsGuillaume Horel
2016-03-07switch to cblas and lapacke interfaceGuillaume Horel
2016-03-07add some testsGuillaume Horel
2016-03-03update R partGuillaume Horel
2016-03-03Big code cleanupGuillaume Horel
- move the counters inside the for loops. This helps with openmp as well, since the counter is now private. - combine the blas version of the functions using ifdefs - add const keyword wherever it makes sense Now time to make sure it's not buggy!
2015-09-23double transpose!Guillaume Horel
2015-07-30add generated docsGuillaume Horel
2015-07-30improve docsGuillaume Horel
2015-03-11new function using truncated distsGuillaume Horel
2015-03-10add an function for computing truncated expected lossGuillaume Horel
2015-03-10fix lossdistrib_truncatedGuillaume Horel
2015-03-10reindent everythingGuillaume Horel
2014-10-08rename file since there are no tranche functions leftGuillaume Horel
2014-10-03big cleanupGuillaume Horel
2014-10-03update descGuillaume Horel
2014-09-18complement param was not used and shortened did not workGuillaume Horel
2014-09-12starting to clean up the docGuillaume Horel
2014-09-10start documenting the code properlyGuillaume Horel
2014-09-05shorter column nameGuillaume Horel
2014-09-05singular everyhereGuillaume Horel
2014-09-05update due to new organisation of index objectGuillaume Horel
2014-09-04stupid type, should always be testingGuillaume Horel