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authorKarl Berry <karl@freefriends.org>2010-11-04 00:10:45 +0000
committerKarl Berry <karl@freefriends.org>2010-11-04 00:10:45 +0000
commitd84ed04dce1fca7ecbdbc8a503e9a7106f950058 (patch)
tree5d85cdfcad69b8cc2e16e7954e3b0c9d7d245642
parent802438b15253966cad1d595d71fb05e5ff7441aa (diff)
pst-func 0.71 (3nov10)
git-svn-id: svn://tug.org/texlive/trunk@20299 c570f23f-e606-0410-a88d-b1316a301751
-rw-r--r--Master/texmf-dist/doc/generic/pst-func/Changes1
-rw-r--r--Master/texmf-dist/doc/generic/pst-func/pst-func-doc.bib14
-rw-r--r--Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdfbin2962203 -> 2964258 bytes
-rw-r--r--Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex29
-rw-r--r--Master/texmf-dist/tex/generic/pst-func/pst-func.tex14
5 files changed, 32 insertions, 26 deletions
diff --git a/Master/texmf-dist/doc/generic/pst-func/Changes b/Master/texmf-dist/doc/generic/pst-func/Changes
index 73eee83f7a1..ff6ac422057 100644
--- a/Master/texmf-dist/doc/generic/pst-func/Changes
+++ b/Master/texmf-dist/doc/generic/pst-func/Changes
@@ -1,4 +1,5 @@
..... pst-func.tex
+0.71 2010-11-03 - allow option dotstyle for \psGaussI
0.70 2010-10-02 - moved vasicek as \psvasicek from pst-math
to pst-func
0.69 2010-06-21 - fix bug with markZeros
diff --git a/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.bib b/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.bib
index 09cfa820745..af618fecc8b 100644
--- a/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.bib
+++ b/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.bib
@@ -134,18 +134,18 @@
@Book{PSTricks2,
author = {Herbert Vo\ss},
title = {\texttt{PSTricks} -- {G}rafik f\"ur \TeX{} und \LaTeX},
- edition = {5.},
+ edition = {6.},
publisher = {DANTE -- Lehmanns},
- year = {2008},
- address = {Heidelberg/Hamburg}
+ year = {2010},
+ address = {Heidelberg/Berlin}
}
@Book{voss:math,
author = {Herbert Vo\ss},
- title = {\LaTeX\ in {M}athematik und {N}aturwissenschaften},
- publisher = {{Franzis-Verlag}},
- year = {2006},
- address = {Poing}
+ title = {Typesetting mathematics with \LaTeX},
+ publisher = {UIT},
+ year = {2010},
+ address = {Cambridge}
}
@Manual{wolfram,
diff --git a/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdf b/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdf
index b4522751363..fe22e463702 100644
--- a/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdf
+++ b/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.pdf
Binary files differ
diff --git a/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex b/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex
index 5051ed450c5..10b31b92ba3 100644
--- a/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex
+++ b/Master/texmf-dist/doc/generic/pst-func/pst-func-doc.tex
@@ -1,4 +1,4 @@
-%% $Id: pst-func-doc.tex 391 2010-10-02 16:43:32Z herbert $
+%% $Id: pst-func-doc.tex 411 2010-11-03 07:58:25Z herbert $
\documentclass[11pt,english,BCOR10mm,DIV12,bibliography=totoc,parskip=false,
smallheadings, headexclude,footexclude,oneside]{pst-doc}
\usepackage[utf8]{inputenc}
@@ -61,6 +61,7 @@ Rafal Bartczuk,
Buddy Ledger,
Manuel Luque,
Patrice Mégret,
+ Matthias Rüss,
Jose-Emilio Vila-Forcen,
Timothy Van Zandt,
Michael Zedler,
@@ -1473,21 +1474,23 @@ starts \Lcs{psWeinbull} with 0.
\clearpage
\subsection{Vasicek distribution}
-The model specifies that the instantaneous interest rate follows the stochastic differential equation:
+For a homogenous portfolio of infinite granularity the portfolio loss
+distribution is given by
-\begin{align}
-\mathrm{d}r_t = a(b-r_t)\, \mathrm{d}t + \sigma \, \mathrm{d}W_t
-\end{align}
-with the solution:
+\[
+\mathbb{P}(L(P)<x)=1-\mathcal{N}
+ \left(\frac{\mathcal{N}^{-1}(PD)-\sqrt{1-R2}\cdot\mathcal{N}^{-1}(x)}{R}
+ \right)
+\]
+$L(P)$ denotes the portfolio loss in percent. $pd$ is the uniform default
+probability and $R2$ is the uniform asset correlation.
+
+They are preset to $pd=0.22$ and $R2=0.11$ and can be overwritten in the
+usual way. The macro uses the PostScript function norminv from the package
+pst-math
+which is loaded by default and also shown in the following example.
-\begin{align}
- r(t) = r(0) e^{-a t} + b \left(1- e^{-a t}\right) + \sigma e^{-a t}\int_0^t e^{a s}\,dW_s
-\end{align}
-Possible parameters are \Lkeyword{pd} for the probability of the defualt portfolio
-and \Lkeyword{R2}, the R$_\mathrm{squared}$ of the portfolio. They are preset to 0.22 and 0.11
-and can be overwritten in the usual way. The macro uses the PostScript function \Lps{norminv}
-from the package \LPack{pst-math} which is loaded by default and also shown in the following example.
\begin{LTXexample}[pos=t]
\psset{xunit=5}
diff --git a/Master/texmf-dist/tex/generic/pst-func/pst-func.tex b/Master/texmf-dist/tex/generic/pst-func/pst-func.tex
index a10b9c025b1..9596aa42367 100644
--- a/Master/texmf-dist/tex/generic/pst-func/pst-func.tex
+++ b/Master/texmf-dist/tex/generic/pst-func/pst-func.tex
@@ -1,4 +1,4 @@
-%% $Id: pst-func.tex 391 2010-10-02 16:43:32Z herbert $
+%% $Id: pst-func.tex 411 2010-11-03 07:58:25Z herbert $
%%
%% This is file `pst-func.tex',
%%
@@ -30,8 +30,8 @@
% interface to the `xkeyval' package
\pst@addfams{pst-func}
%
-\def\fileversion{0.70}
-\def\filedate{2010/10/2}
+\def\fileversion{0.71}
+\def\filedate{2010/11/03}
\message{`PST-func' v\fileversion, \filedate\space (hv)}
%
\pstheader{pst-func.pro}
@@ -226,6 +226,7 @@
%
\def\psGaussI{\pst@object{psGaussI}}
\def\psGaussI@i#1#2{%
+ \addbefore@par{plotpoints=200,plotstyle=line}
\begin@OpenObj%
\addto@pscode{
/a #1 def
@@ -239,14 +240,15 @@
Euler exch \psk@mue\space sub dup mul 2 div \psk@sigma\space dup mul div neg exp C mul
} def
end
- a scx 0 moveto
+% a scx 0 moveto
+ a scx 0 \@nameuse{beginqp@\psplotstyle}
\psk@plotpoints 1 sub {
a b \psk@Simpson % a b M on Stack
tx@FuncDict begin Simpson I end % y value on stack
- scy b scx exch lineto
+ scy b scx exch \@nameuse{doqp@\psplotstyle} %lineto
/b b dx add def
} repeat
- stroke
+% stroke
}%
\end@OpenObj%
}