Model.lambda.constant.nonsquare {systemicrisk}R Documentation

Model for a Constant lambda and Non-Square Matrices

Description

This model assumes that the parameter lambda is known.

Usage

Model.lambda.constant.nonsquare(lambda, nrow, ncol)

Arguments

lambda

paramer for the size of the liabilities. A single numeric value.

nrow

number of rows of the matrix.

ncol

number of columns of the matrix.

Value

the resulting model.

Examples

m <- Model.lambda.constant.nonsquare(nrow=5,ncol=3,lambda=0.25)
m$matr(m$rtheta())

[Package systemicrisk version 0.4.3 Index]