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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
2017-02-28typoGuillaume Horel
2016-10-21small tweakGuillaume Horel
2016-03-08unix line endingsGuillaume 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
2014-04-24allow to build dual arches package on windowsGuillaume Horel
2014-04-24initial import of lossdistrib packageGuillaume Horel