Model.fitness.genlambdaparprior

Minimal Value of the shape parameter. Default: 0.75.

shapemin

Maximal Value of the shape parameter. Default: 1.5.

shapemax

Rate parameter for the prior distribution of the scale parameter. In the model this is on the same scale as the entries of <code>L</code>

ratescale

Standard deviation for the additivel normally
distributed random walk proposal for the shape parameter. Defaults to 0.1.

sdshapeprob

Standard deviation for the multiplicative
lognormal proposals for the scale parameter.

sdpropscale

Assumes a uniform distribution on the shape parameter <code>zeta</code> and an
exponential distribution on the scale parameter <code>eta</code>. To be used
as prior for <code><a rd-options="" href="/link/Model.additivelink.exponential.fitness?package=systemicrisk&version=0.4.2" data-mini-rdoc="systemicrisk::Model.additivelink.exponential.fitness">Model.additivelink.exponential.fitness</a></code>.

A toolbox for systemic risk based on liabilities matrices. Contains
a Gibbs sampler for liabilities matrices where only row and column sums of the
liabilities matrix as well as some other fixed entries are observed. Includes models
for power law distribution on the degree distribution.

Axel Gandy

systemicrisk

A Toolbox for Systemic Risk

Model.fitness.genlambdaparprior function

Assumes a uniform distribution on the shape parameter <code>zeta</code> and an
exponential distribution on the scale parameter <code>eta</code>. To be used
as prior for <code><a rd-options='' href='Model.additivelink.exponential.fitness'>Model.additivelink.exponential.fitness</a></code>.

Model.fitness.genlambdaparprior: Prior distribution for eta and zeta in the fitness model

Description

Usage

Arguments

Value