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]