Model.lambda.constant.nonsquare: Model for a Constant lambda and Non-Square Matrices

In systemicrisk: A Toolbox for Systemic Risk

Description

This model assumes that the parameter lambda is known.

Usage

Model.lambda.constant.nonsquare(lambda, nrow, ncol)

Arguments

lambda	paramer for the size of the liabilities. A single numeric value.
nrow	number of rows of the matrix.
ncol	number of columns of the matrix.

Value

the resulting model.

Examples

m <- Model.lambda.constant.nonsquare(nrow=5,ncol=3,lambda=0.25)
m$matr(m$rtheta())

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