Model.lambda.Gammaprior_mult {systemicrisk} | R Documentation |
Assumes a multivariate hyperparameter \theta
with each
component following an independent Beta distribution. A matrix
indicates which component \theta
is used for what
component of lambda.
Model.lambda.Gammaprior_mult(Ilambda, shape = 1, scale = 1)
Ilambda |
matrix consisting of integers that describe which
component of |
shape |
shape paramer for prior on
|
scale |
scale paramer for prior on
|
the resulting model.