Model.lambda.GammaPrior

shape paramer for prior on
\(\theta\). Default 1.

shape

scale paramer for prior on
\(\theta\). Default 1.

scale

Assumes that all elements of lambda are equal to a parameter
\(\theta\), which has a Gamma prior.

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.

Model.lambda.GammaPrior: Model with Gamma Prior on Lambda

Description

Usage

Arguments