Model.fitness.genlambdaparprior {systemicrisk} | R Documentation |
Prior distribution for eta and zeta in the fitness model
Description
Assumes a uniform distribution on the shape parameter zeta
and an
exponential distribution on the scale parameter eta
. To be used
as prior for Model.additivelink.exponential.fitness
.
Usage
Model.fitness.genlambdaparprior(
shapemin = 0.75,
shapemax = 1.5,
ratescale,
sdshapeprob = 0.1,
sdpropscale = 0.1
)
Arguments
shapemin |
Minimal Value of the shape parameter. Default: 0.75. |
shapemax |
Maximal Value of the shape parameter. Default: 1.5. |
ratescale |
Rate parameter for the prior distribution of the scale parameter. In the model this is on the same scale as the entries of |
sdshapeprob |
Standard deviation for the additivel normally distributed random walk proposal for the shape parameter. Defaults to 0.1. |
sdpropscale |
Standard deviation for the multiplicative lognormal proposals for the scale parameter. |
Value
list of functions necessary for constructing Metropolis-Hastings updates.
[Package systemicrisk version 0.4.3 Index]