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NetworkRiskMeasures  

Risk Measures for (Financial) Networks
View on CRAN: Click here


Download and install NetworkRiskMeasures package within the R console
Install from CRAN:
install.packages("NetworkRiskMeasures")

Install from Github:
library("remotes")
install_github("cran/NetworkRiskMeasures")

Install by package version:
library("remotes")
install_version("NetworkRiskMeasures", "0.1.7")



Attach the package and use:
library("NetworkRiskMeasures")
Maintained by
Carlos Cinelli
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-01-10
Latest Update: 2025-05-04
Description:
Implements some risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.
How to cite:
Carlos Cinelli (2017). NetworkRiskMeasures: Risk Measures for (Financial) Networks. R package version 0.1.7, https://cran.r-project.org/web/packages/NetworkRiskMeasures. Accessed 27 Oct. 2026.
Previous versions and publish date:
0.1.1 (2017-01-10 19:03), 0.1.2 (2017-03-26 23:01), 0.1.4 (2020-03-05 12:20), (2026-07-09 08:15)
Other packages that cited NetworkRiskMeasures R package
View NetworkRiskMeasures citation profile
Other R packages that NetworkRiskMeasures depends, imports, suggests or enhances
Complete documentation for NetworkRiskMeasures
Functions, R codes and Examples using the NetworkRiskMeasures R package
Some associated functions: communicability_matrix . contagion . criticality . impact_susceptibility . matrix_estimation . risk_matrix . sim_data . 
Some associated R codes: communicability_measures.R . contagion.R . contagion_engine.R . data_documentation.R . matrix_estimation.R . print.R . risk_matrices.R .  Full NetworkRiskMeasures package functions and examples
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