Other packages > Find by keyword >

systemicrisk  

Systemic Risk and Network Reconstruction
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("systemicrisk", "0.4.3")



Attach the package and use:
library("systemicrisk")
Maintained by
Axel Gandy
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-03-20
Latest Update: 2024-05-05
Description:
Analysis of risk through liability matrices. Contains a Gibbs sampler for network reconstruction,where only row and column sums of the liabilities matrix as well as some other fixed entries are observed, following the methodology of Gandy&Veraart (2016) <doi:10.1287/mnsc.2016.2546>. It also incorporates models that use a power law distribution on the degree distribution.
How to cite:
Axel Gandy (2015). systemicrisk: Systemic Risk and Network Reconstruction. R package version 0.4.3, https://cran.r-project.org/web/packages/systemicrisk. Accessed 05 Jun. 2026.
Previous versions and publish date:
0.2 (2015-03-20 00:02), 0.3 (2015-12-21 21:31), 0.4.1 (2017-11-14 13:24), 0.4.2 (2019-01-13 22:40), 0.4 (2017-01-08 13:37)
Other packages that cited systemicrisk R package
View systemicrisk citation profile
Other R packages that systemicrisk depends, imports, suggests or enhances
Complete documentation for systemicrisk
Functions, R codes and Examples using the systemicrisk R package
Full systemicrisk package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

crossurr  
Cross-Fitting for Doubly Robust Evaluation of High-Dimensional Surrogate Markers
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
msm  
Multi-State Markov and Hidden Markov Models in Continuous Time
Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency  
envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  
ibb  
R Wrapper for Istanbul Municipality Open Data Portal
Call wrappers for Istanbul Metropolitan Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,820

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA