systemicrisk: A Toolbox for Systemic Risk
Version 0.4.1

A toolbox for systemic risk based on liabilities matrices. Contains a Gibbs sampler for liabilities matrices where only row and column sums of the liabilities matrix as well as some other fixed entries are observed. Includes models for power law distribution on the degree distribution.

Getting started

Package details

AuthorAxel Gandy and Luitgard A.M. Veraart
Date of publication2017-11-14 12:24:25 UTC
MaintainerAxel Gandy <[email protected]>
Package repositoryView on CRAN
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systemicrisk documentation built on Nov. 17, 2017, 6:13 a.m.