From 7b8e1b8738a0af6e1eda52147d8d59115cfeeb55 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Thu, 3 Mar 2016 18:00:01 -0500
Subject: update R part

---
 R/distrib.R | 20 ++++----------------
 1 file changed, 4 insertions(+), 16 deletions(-)

(limited to 'R')

diff --git a/R/distrib.R b/R/distrib.R
index 47a93a8..c6dc609 100644
--- a/R/distrib.R
+++ b/R/distrib.R
@@ -277,13 +277,7 @@ lossdist.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){
 lossdistC <- function(p, w, S, N, defaultflag=FALSE){
     ## C version of lossdistrib2, roughly 50 times faster
     .C("lossdistrib", as.double(p), as.integer(length(p)),
-       as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q = double(N))$q
-}
-
-lossdistCblas <- function(p, w, S, N, defaultflag=FALSE){
-    ## C version of lossdistrib2, roughly 50 times faster
-    .C("lossdistrib_blas", as.double(p), as.integer(length(p)),
-       as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q = double(N))$q
+       as.double(w), as.double(S), as.integer(N), as.integer(N), as.logical(defaultflag), q = double(N))$q
 }
 
 lossdistCZ <- function(p, w, S, N, defaultflag=FALSE, rho, Z){
@@ -332,12 +326,6 @@ lossdistC.joint <- function(p, w, S, N, defaultflag=FALSE){
        as.double(S), as.integer(N), as.logical(defaultflag), q = matrix(0, N, N))$q
 }
 
-lossdistC.jointblas <- function(p, w, S, N, defaultflag=FALSE){
-    ## C version of lossdistrib.joint, roughly 20 times faster
-    .C("lossdistrib_joint_blas", as.double(p), as.integer(length(p)), as.double(w),
-       as.double(S), as.integer(N), as.logical(defaultflag), q = matrix(0, N, N))$q
-}
-
 lossdistC.jointZ <- function(dp, w, S, N, defaultflag = FALSE, rho, Z, wZ){
     ## N is the size of the grid
     ## dp is of size n.credits
@@ -351,9 +339,9 @@ lossdistC.jointZ <- function(dp, w, S, N, defaultflag = FALSE, rho, Z, wZ){
             as.double(Z), as.double(wZ), as.integer(length(Z)), q = matrix(0, N, N))$q
 }
 
-lossdistC.prepay.jointblas <- function(dp, pp, w, S, N, defaultflag=FALSE){
+lossdistC.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){
     ## C version of lossdist.prepay.joint
-    r <- .C("lossdistrib_prepay_joint_blas", as.double(dp), as.double(pp), as.integer(length(dp)),
+    r <- .C("lossdistrib_prepay_joint", as.double(dp), as.double(pp), as.integer(length(dp)),
             as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q=matrix(0, N, N))$q
     return(r)
 }
@@ -368,7 +356,7 @@ lossdistC.prepay.jointZ <- function(dp, pp, w, S, N, defaultflag = FALSE, rho, Z
     ## Z is a vector of length nZ
     ## w is a vector if length wZ
 
-    r <- .C("lossdistrib_prepay_joint_Z", as.double(dp), as.double(pp), as.integer(length(dp)),
+    r <- .C("lossdistrib_joint_Z", as.double(dp), as.double(pp), as.integer(length(dp)),
             as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), as.double(rho),
             as.double(Z), as.double(wZ), as.integer(length(Z)), output = matrix(0,N,N))
     return(r$output)
-- 
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