Displaying 1 result from an estimated 1 matches for "sigmalog".
2009 Jul 31
1
what meaning missing value True /False needed
...projected market loss ratio :
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LRScenar <- function(PriorLR,Phase,LRUpBound ,LRLowBound,TransitCoefMean,TransitCoefStdDev,LTMeanComputYearNb)
{
initial <- PriorLR
LRScenar <- NULL
phase2 <- Phase
SigmaLog <- (log(1+(TransitCoefStdDev /TransitCoefMean)^2))^0.5
MuLog <- log(TransitCoefMean)-SigmaLog^2/2
for (i in 1:LTMeanComputYearNb)
{
kk <- rlnorm(1, meanlog = MuLog, sdlog = SigmaLog)
if (phase2!=1) kk <- (1/kk)
x_1 <- initial*kk
initial <- x_1
if (((x_1 > LRUp...