fix off-by-one range in make_BM

[kevinushey]

Background

The next Rcpp release (see RcppCore/Rcpp#1513) checks that the operands of a sugar expression, and a vector assigned into a matrix row, column or Range subset, have matching lengths. Previously a longer operand was silently truncated to the length of the left-hand side or target. With that check, greeks fails its CRAN checks with:

Error: sugar operands have different lengths (1000001 and 1000000)

In make_BM(), Range(s, s + paths) is inclusive on both ends, so it covers paths + 1 elements, while the column W(_, col - 1) it is added to has paths elements. Old Rcpp used only the first paths elements, so the Brownian paths were correct; the extra element was never read. On the last column the extra index is also one past the end of v.

Change

Use Range(s, s + paths - 1) so both operands have length paths. Results are unchanged.

Testing

R CMD check on the patched package passes against both the current Rcpp branch and released Rcpp 1.1.2. The package tests compare against reference values and pass unchanged.