Model.p.Betaprior_mult

matrix consisting of integers that describe which
component of \(theta\) is used for a given position in the
matrix. Must consist of nonnegative integers (0 encoding forced 0s
in the matrix), using all integers in the range.

first parameter of Beta prior on
\(theta\). Default 1.

shape1

second parameter of Beta prior
\(theta\). Default 1.

shape2

Assumes a multivariate hyperparameter \(\theta\) with each
component following an independent Beta distribution. A matrix
indicates which component \(\theta\) is used for what
component of p.

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.p.Betaprior_mult: Model Using Multiple Independent Components

Description

Usage

Arguments

Value