From 5496aac5be711883d4ef92828d4031762cb62b16 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 8 Mar 2016 17:27:30 -0500 Subject: small fixes --- R/distrib.R | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) (limited to 'R/distrib.R') diff --git a/R/distrib.R b/R/distrib.R index eeb1796..6c588ff 100644 --- a/R/distrib.R +++ b/R/distrib.R @@ -16,7 +16,7 @@ #' Gaussian distribution. #' #' if f is a function, then with(GHquad(100), crossprod(f(Z), w)) -#' will compute \eqn{\frac{1}{\sqrt{2\pi}}\int_-\infty^\infty f(x)e^{-\frac{x^2}{2}}\,dx}. +#' will compute \eqn{\frac{1}{\sqrt{2\pi}}\int_{-\infty}^\infty f(x)e^{-\frac{x^2}{2}}\,dx}. #' @param n Integer, the number of nodes #' @return A list with two components: #' \item{Z}{the list of nodes} @@ -477,13 +477,12 @@ dqnorm <- function(x){ fit.prob <- function(Z, w, rho, p0){ ## if the weights are not perfectly gaussian, find the probability p such ## E_w(shockprob(p, rho, Z)) = p0 - require(distr) if(p0==0){ return(0) } if(rho == 1){ - distw <- DiscreteDistribution(Z, w) - return(pnorm(q(distw)(p0))) + distw <- distr::DiscreteDistribution(Z, w) + return(distr::pnorm(distr::q(distw)(p0))) } eps <- 1e-12 dp <- (crossprod(shockprob(p0,rho,Z),w)-p0)/crossprod(dshockprob(p0,rho,Z),w) @@ -574,7 +573,7 @@ BClossdistC <- function(defaultprob, issuerweights, recov, rho, Z, w, } BCER <- function(defaultprob, issuerweights, recov, K, rho, Z, w, - N=length(issuwerweights)+1, defaultflag=FALSE){ + N=length(issuerweights)+1, defaultflag=FALSE){ stopifnot(length(Z)==length(w), nrow(defaultprob)==length(issuerweights)) -- cgit v1.2.3-70-g09d2