lossdistrib - R package for computing loss distributions

Age	Commit message (Collapse)	Author
2018-02-16	use internal Blas and Lapack on Windows	Guillaume Horel

2018-02-16	fix compilation when not using blas	Guillaume Horel

2017-12-22	try to fix openmp	Guillaume Horel

2017-12-13	fix BCloss_recov_trunc	Guillaume Horel

2017-12-12	do not use lapacke which is buggy	Guillaume Horel

2017-12-12	alloccate less	Guillaume Horel

2017-04-27	fix comment	Guillaume Horel

2017-04-10	revert commit 34a4f01	Guillaume Horel

2017-04-05	function to compute the average recovery distribution	Guillaume Horel

2017-03-31	try to fix lossdistrib_joint_Z	Guillaume Horel

2017-02-28	typo	Guillaume Horel

2016-10-21	small tweak	Guillaume Horel

2016-03-07	switch to cblas and lapacke interface	Guillaume Horel

2016-03-07	add some tests	Guillaume Horel

2016-03-03	Big code cleanup	Guillaume 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!
2015-03-11	new function using truncated dists	Guillaume Horel

2015-03-10	add an function for computing truncated expected loss	Guillaume Horel

2015-03-10	fix lossdistrib_truncated	Guillaume Horel

2015-03-10	reindent everything	Guillaume Horel

2014-05-08	implement skew mapping by doing tranche loss proportion mapping	Guillaume Horel

2014-05-07	add GHquad function, get rid of statmod dependency	Guillaume Horel

2014-04-24	initial import of lossdistrib package	Guillaume Horel