genL {systemicrisk}

Generate Liabilities Matrix from Prior

Description

Generates a libabilities matrix using a the prior distribution from a given model for p and lambda.

Usage

genL(model)

Arguments

model

a model for p and lambda.

Value

A list consisting of a liabilities matrix and the parameter vector theta.

Examples

n <- 5
m <- Model.Indep.p.lambda(Model.p.BetaPrior(n),
                          Model.lambda.GammaPrior(n,scale=1e-1))
genL(m)