Model.lambda.constant: Model for a Constant lambda

In systemicrisk: Systemic Risk and Network Reconstruction

Model for a Constant lambda

Description

This model assumes that the parameter lambda is known.

Usage

Model.lambda.constant(lambda, n)

Arguments

lambda	paramer for the size of the liabilities. Either a matrix of dimension n or a single numeric value.
n	dimension of matrix.

Value

the resulting model.

Examples

m <- Model.lambda.constant(n=5,lambda=0.25)
m$matr(m$rtheta())
lambda<-matrix(c(NA,1,1,1e-4,NA,1e-4,1e4,1e4,NA),nrow=3)
m <- Model.lambda.constant(n=3,lambda=lambda)
m$matr(m$rtheta())

systemicrisk documentation built on May 29, 2024, 9:20 a.m.