| Age | Commit message (Collapse) | Author | |
|---|---|---|---|
| 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 | allow to build dual arches package on windows | Guillaume Horel | |
| 2014-04-24 | initial import of lossdistrib package | Guillaume Horel | |
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index : lossdistrib | |
| R package for computing loss distributions | gitolite user |
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