summaryrefslogtreecommitdiffstats
path: root/src/lossdistrib.c
AgeCommit message (Expand)Author
2020-12-21fail earlyHEADmasterGuillaume Horel
2019-04-05abort earlyGuillaume Horel
2019-02-05change order of parameters to make it more regularGuillaume Horel
2018-11-16one more special caseGuillaume Horel
2018-11-08special case p == 1.Guillaume Horel
2018-10-15handle rho=1. properlyGuillaume Horel
2018-10-12shortcutsGuillaume Horel
2018-08-29small optimizationGuillaume Horel
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
2017-12-13fix BCloss_recov_truncGuillaume Horel
2017-12-12do not use lapacke which is buggyGuillaume Horel
2017-12-12alloccate lessGuillaume Horel
2017-04-27fix commentGuillaume 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
2017-02-28typoGuillaume Horel
2016-10-21small tweakGuillaume Horel
2016-03-07switch to cblas and lapacke interfaceGuillaume Horel
2016-03-07add some testsGuillaume Horel
2016-03-03Big code cleanupGuillaume 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
2014-05-08implement skew mapping by doing tranche loss proportion mappingGuillaume Horel
2014-05-07add GHquad function, get rid of statmod dependencyGuillaume Horel
2014-04-24initial import of lossdistrib packageGuillaume Horel
generated by cgit v1.2.3-70-g09d2 (git 2.52.0) at 2025-12-21 13:44:35 +0000