fixed_point_computation_function_example: fixed_point_computation_function_example

In Martin-Summer-1090/syslosseval: Provide data and functions to support the analysis in Systemic Loss Evaluation

Description

This function computes the lower and upper fixed point for the multiple equilibrium example in appendix A3.

Usage

fixed_point_computation_function_example(mat, lb, accuracy = 10^(-9))

Arguments

mat	A list of the initial state variable
lb	The critical leverage threshold called barlambda in the paper.
accuracy	The accuracy of the fixed point approximation. Set by default to 10^9

Value

A list with components equ_delta (equilibrium discount factor) and iter (number of iterations)

Examples

fixed_point_computation_function_example(mat = example_multiple_equilibria, lb = 44)

Martin-Summer-1090/syslosseval documentation built on Dec. 17, 2021, 3:14 a.m.