Model.p.constant {systemicrisk}R Documentation

Model for a Constant p

Description

This model assumes that the link existence probabilities of the matrix are known.

Usage

Model.p.constant(n, p)

Arguments

n

dimension of matrix.

p

existence probability of a link. Either a matrix of dimension n or a single numeric value. A single numeric value leads to a matrix of existence probabilities that has 0 on the diagonal.

Value

the resulting model.

Examples

m <- Model.p.constant(5,0.25)
m$matr(m$rtheta())

p <- matrix(c(0,0.99,0.99,0.5,0.5,0,0.01,0.01,0),nrow=3)
m <- Model.p.constant(5,p)
m$matr(m$rtheta())

[Package systemicrisk version 0.4.3 Index]