findFeasibleMatrix_targetmean

vector of column sums (nonnegative)

matrix of probabilities (must be in [0,1]), matching the dimensions of r and c. Values of p=0 are interpreted that the corresponding matrix elements have to be 0. Note: p=1 does not force the corresponding matrix element to exist.

row and col sums can at most be different by eps. Default 1e-9.

Average proportion of positive entries of the resulting matrix. Defaults to 0.3

targetmean

This extension of <code><a rd-options="" href="/link/findFeasibleMatrix?package=systemicrisk&version=0.4.2" data-mini-rdoc="systemicrisk::findFeasibleMatrix">findFeasibleMatrix</a></code> attempts to
create a feasible matrix where a certain proportion of the entries
is positive. There is no guarantee that this proportion is
achieved. If it is not possible then this matrix will report a warning
and simply return the matrix constructed by findFeasibleMatrix.

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

findFeasibleMatrix_targetmean function

This extension of <code><a rd-options='' href='findFeasibleMatrix'>findFeasibleMatrix</a></code> attempts to
create a feasible matrix where a certain proportion of the entries
is positive. There is no guarantee that this proportion is
achieved. If it is not possible then this matrix will report a warning
and simply return the matrix constructed by findFeasibleMatrix.

findFeasibleMatrix_targetmean: Creates a feasible starting matrix with a desired mean average degree

Description

Usage

Arguments