inst/doc/NonSquare.R

In systemicrisk: A Toolbox for Systemic Risk

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library(systemicrisk)

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set.seed(1230)
l <- rexp(10,rate=5/4)
l
a <- rexp(4);
a <- a/sum(a)*sum(l)
a

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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)))

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res <- sample_HierarchicalModel(l=l,a=a,model=mod,nsamples=10,silent=TRUE)

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res$L[[1]]
res$L[[2]]