Description
Usage
Arguments
Value
Examples
View source: R/communicability_measures.R
The criticality of a vertex measures its impact
on its neighbors if it defaults. It is basically the rowSums
of the impact_matrix
.
 (
exposures,
buffer,
binary = ,
exposure_type = ("assets", "liabilities", "impact", "vulnerability")
)

exposures 
an adjacency matrix , (sparse) Matrix or an igraph
object with the network of bilateral exposures between vertices. By default, the function
expects the exposures in the form of an assets matrix
in which A > B means that A has an asset with B. However, you can
change that with the parameter exposure_type . When using a matrix, preferably it should have
rows and columns names.

buffer 
a numeric vector with the capital buffer for each vertex.
Values should be in the same row/column order as the network of bilateral exposures. The
buffer is not needed if exposure_type = "vulnerability" .

binary 
if binary = TRUE the function computes a 'binary' impact or vulnerability matrix.
It truncates all values less than 1 to 0 and all values greater than 1 to 1.

exposure_type 
character vector indicating the type of the bilateral exposures. It can be
an "assets" network (where A > B means that A has an asset with B),
a "liabilities" network (where A > B means that A has a debt with B),
a (binary) "impact" matrix (where A > B indicates the relative impact
of A in B's capital buffer), or
a (binary) "vulnerability" matrix
(where A > B indicates the relative impact A suffers from B's default).
The default is "assets" .

The function returns a (named) vector with the criticality for each vertex.
 # Creating example data
## Assets Matrix (bilateral exposures)
assets_matrix < ((0, 10, 3, 1, 0, 2, 0, 3, 0), = 3)
(assets_matrix) < (assets_matrix) < [1:3]
## Capital Buffer
buffer < (a = 2, b = 5, = 2)
# Criticality
(assets_matrix, buffer)

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