library(Rcpp) sourceCpp("src/lossdistrib.cpp") #source("R/distrib.R") p <- runif(125) w <- runif(125) w <- w/sum(w) S <- runif(125) N <- 200 q1 <- lossdistrib(p, w, S, N) #q2 <- lossdistrib(p, w, S, N) rho <- rep(0.4, 125) temp <- GHquad(500) Z <- temp$Z wZ <- temp$w #cat(shockprob(runif(1), runif(1), 1),"\n") ## S <- matrix(runif(125*500), 125, 500) ## lossdistrib_Z(p, w, S, N, rho, Z) defaultprob <- matrix(runif(125* 25), 125, 25) r <- BCloss_recov_dist(defaultprob, w, S, Z, wZ, rho, 200)