NetworkRiskMeasures: Risk Measures for (Financial) Networks

Implements some risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.

Getting started

Package details

AuthorCarlos Cinelli <carloscinelli@hotmail.com>, Thiago Cristiano Silva <thiagochris@gmail.com>
MaintainerCarlos Cinelli <carloscinelli@hotmail.com>
LicenseGPL-3
Version0.1.4
URL https://github.com/carloscinelli/NetworkRiskMeasures
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("NetworkRiskMeasures")

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NetworkRiskMeasures documentation built on March 13, 2020, 3:24 a.m.