Model.lambda.GammaPrior {systemicrisk}

Model with Gamma Prior on Lambda

Description

Assumes that all elements of lambda are equal to a parameter \theta, which has a Gamma prior.

Usage

Model.lambda.GammaPrior(n, shape = 1, scale = 1)

Arguments

n

dimension of matrix

shape

shape paramer for prior on \theta. Default 1.

scale

scale paramer for prior on \theta. Default 1.

Value

the resulting model.