From d2e3b9cb9758b22887dfaf0118c9e3e1085e28d8 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Thu, 30 Jul 2015 15:17:00 -0400
Subject: add generated docs

---
 man/lossdistrib.Rd | 24 ++++++++++++++++++++++++
 1 file changed, 24 insertions(+)
 create mode 100644 man/lossdistrib.Rd

(limited to 'man/lossdistrib.Rd')

diff --git a/man/lossdistrib.Rd b/man/lossdistrib.Rd
new file mode 100644
index 0000000..3479628
--- /dev/null
+++ b/man/lossdistrib.Rd
@@ -0,0 +1,24 @@
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/distrib.R
+\name{lossdistrib}
+\alias{lossdistrib}
+\title{Loss distribution of a portfolio}
+\usage{
+lossdistrib(p)
+}
+\arguments{
+\item{p}{Numeric vector, the vector of success probabilities}
+}
+\value{
+A vector q such that q[k]=P(S=k)
+}
+\description{
+\code{lossdistrib} computes the probability distribution of a sum
+of independent Bernouilli variables with unequal probabilities.
+}
+\details{
+This uses the basic recursive algorithm of Andersen, Sidenius and Basu
+We compute the probability distribution of S = \sum_{i=1}^n X_i
+where X_i is Bernouilli(p_i)
+}
+
-- 
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