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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
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)
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