From 6eac91bf7bcf3515e661d74b49e8179938bd1488 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Wed, 7 May 2014 10:50:13 -0400 Subject: add GHquad function, get rid of statmod dependency --- src/lossdistrib.h | 2 ++ 1 file changed, 2 insertions(+) (limited to 'src/lossdistrib.h') diff --git a/src/lossdistrib.h b/src/lossdistrib.h index d4bd974..785b4e8 100644 --- a/src/lossdistrib.h +++ b/src/lossdistrib.h @@ -44,3 +44,5 @@ void BClossdist(double *SurvProb, int *dim1, int *dim2, double *issuerweights, int *defaultflag, double *L, double *R); double quantile(double* Z, double* w, int nZ, double p0); + +void GHquad(int *n, double* Z, double* w); -- cgit v1.2.3-70-g09d2