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

In systemicrisk: A Toolbox for Systemic Risk

Description

Assumes a uniform distribution on the shape parameter zeta and an exponential distribution on the scale parameter eta. To be used as prior for Model.additivelink.exponential.fitness.

Usage

Model.fitness.genlambdaparprior(shapemin = 0.75, shapemax = 1.5, ratescale,
  sdshapeprob = 0.1, sdpropscale = 0.1)

Arguments

shapemin	Minimal Value of the shape parameter. Default: 0.75.
shapemax	Maximal Value of the shape parameter. Default: 1.5.
ratescale	Rate parameter for the prior distribution of the scale parameter. In the model this is on the same scale as the entries of L
sdshapeprob	Standard deviation for the additivel normally distributed random walk proposal for the shape parameter. Defaults to 0.1.
sdpropscale	Standard deviation for the multiplicative lognormal proposals for the scale parameter.

Value

list of functions necessary for constructing Metropolis-Hastings updates.

systemicrisk documentation built on May 2, 2019, 9:26 a.m.