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 07 Mar. 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

RobPer  
Robust Periodogram and Periodicity Detection Methods
Calculates periodograms based on (robustly) fitting periodic functions to light curves (irregularly ...
Download / Learn more Package Citations See dependency  
momentfit  
Methods of Moments
Several classes for moment-based models are defined. The classes are defined for moment conditions d ...
Download / Learn more Package Citations See dependency  
factoextra  
Extract and Visualize the Results of Multivariate Data Analyses
Provides some easy-to-use functions to extract and visualize the output of multivariate data analys ...
Download / Learn more Package Citations See dependency  
didrooRFM  
Compute Recency Frequency Monetary Scores for your Customer Data
This hosts the findRFM function which generates RFM scores on a 1-5 point scale for customer transa ...
Download / Learn more Package Citations See dependency  
prepdat  
Preparing Experimental Data for Statistical Analysis
Prepares data for statistical analysis (e.g., analysis of variance ;ANOVA) by enabling the user to ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

26,270

R Packages

223,360

Dependencies

70,376

Author Associations

26,265

Publication Badges

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