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 <[email protected]>, Thiago Cristiano Silva <[email protected]>
MaintainerCarlos Cinelli <[email protected]>
LicenseGPL-3
Version0.1.2
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 May 2, 2019, 9:10 a.m.