Model.p.Betaprior_mult: Model Using Multiple Independent Components

In systemicrisk: A Toolbox for Systemic Risk

Description

Assumes a multivariate hyperparameter theta with each component following an independent Beta distribution. A matrix indicates which component theta is used for what component of p.

Usage

Model.p.Betaprior_mult(Ip, shape1 = 1, shape2 = 1)

Arguments

Ip	matrix consisting of integers that describe which component of theta is used for a given position in the matrix. Must consist of nonnegative integers (0 encoding forced 0s in the matrix), using all integers in the range.
shape1	first parameter of Beta prior on theta. Default 1.
shape2	second parameter of Beta prior theta. Default 1.

Value

the resulting model.

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