## ----------------------------------------------------------------------------- library(systemicrisk) ## ----------------------------------------------------------------------------- set.seed(1230) l <- rexp(10,rate=5/4) l a <- rexp(4); a <- a/sum(a)*sum(l) a ## ----------------------------------------------------------------------------- mod <- Model.Indep.p.lambda(model.p=Model.p.constant(p=matrix(0.5,nrow=10,ncol=4)), model.lambda=Model.lambda.constant(lambda=matrix(5,nrow=10,ncol=4))) ## ----------------------------------------------------------------------------- res <- sample_HierarchicalModel(l=l,a=a,model=mod,nsamples=10,silent=TRUE) ## ----------------------------------------------------------------------------- res$L[[1]] res$L[[2]]