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lossdistrib
Rcpp
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R package for computing loss distributions
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Author
2017-04-27
use symbols, not strings
Guillaume Horel
2017-04-27
fix comment
Guillaume Horel
2017-04-27
register routines
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
2016-03-08
unix line endings
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
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
allow to build dual arches package on windows
Guillaume Horel
2014-04-24
initial import of lossdistrib package
Guillaume Horel