## ----------------------------------------------------------------------------- set.seed(1238190) # arbitrary seed library(systemicrisk) ## ----------------------------------------------------------------------------- l <- c(714,745,246, 51,847) a <- c(872, 412, 65, 46,1208) ## ----------------------------------------------------------------------------- mod <- Model.additivelink.exponential.fitness(n=5,alpha=-2.5,beta=0.3,gamma=1.0, lambdaprior=Model.fitness.genlambdaparprior(ratescale=500)) ## ----------------------------------------------------------------------------- thin <- choosethin(l=l,a=a,model=mod,silent=TRUE) thin ## ----------------------------------------------------------------------------- res <- sample_HierarchicalModel(l=l,a=a,model=mod,nsamples=1e3,thin=thin,silent=TRUE) ## ----------------------------------------------------------------------------- res$L[[1]] res$L[[2]] ## ----fig.width=7,fig.height=4------------------------------------------------- plot(ecdf(sapply(res$L,function(x)x[1,2]))) ## ----------------------------------------------------------------------------- diagnose(res) ## ----fig.width=7,fig.height=4------------------------------------------------- plot(sapply(res$L,function(x)x[1,2]),type="b") ## ----fig.width=7,fig.height=4------------------------------------------------- plot(res$theta[1,],type="b") ## ----fig.width=7,fig.height=4------------------------------------------------- acf(sapply(res$L,function(x)x[1,2]))