findFeasibleMatrix_targetmean {systemicrisk}

Creates a feasible starting matrix with a desired mean average degree

Description

This extension of findFeasibleMatrix attempts to create a feasible matrix where a certain proportion of the entries is positive. There is no guarantee that this proportion is achieved. If it is not possible then this matrix will report a warning and simply return the matrix constructed by findFeasibleMatrix.

Usage

findFeasibleMatrix_targetmean(r, c, p, eps = 1e-09, targetmean = 0.3)

Arguments

r

vector of row sums (nonnegative

c

vector of column sums (nonnegative)

p

matrix of probabilities (must be in [0,1]), matching the dimensions of r and c. Values of p=0 are interpreted that the corresponding matrix elements have to be 0. Note: p=1 does not force the corresponding matrix element to exist.

eps

row and col sums can at most be different by eps. Default 1e-9.

targetmean

Average proportion of positive entries of the resulting matrix. Defaults to 0.3

Value

A feasible matrix.