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 [aut, cre], Thiago Cristiano Silva [aut]
MaintainerCarlos Cinelli <carloscinelli@hotmail.com>
LicenseGPL-3
Version0.1.7
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 June 8, 2025, 10:07 a.m.