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This document describe an example of reconstructing a non-square matrix.
library(systemicrisk)
Set up vectors of row and column sums of length 10 and 4, respectively, ensuring that their sums matches up.
set.seed(1230) l <- rexp(10,rate=5/4) l a <- rexp(4); a <- a/sum(a)*sum(l) a
Construct a model with fixed matrix p and lambda.
mod <- Model.Indep.p.lambda(model.p=Model.p.constant(p=matrix(0.5,nrow=10,ncol=4)), model.lambda=Model.lambda.constant(lambda=matrix(5,nrow=10,ncol=4)))
Run the sampler to generate 10 samples.
res <- sample_HierarchicalModel(l=l,a=a,model=mod,nsamples=10,silent=TRUE)
Here are the first two of these samples.
res$L[[1]] res$L[[2]]
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