Nothing
systemicrisk: A Toolbox for Systemic Risk
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
Browse package contents
Package details |
|
|---|---|
| Author | Axel Gandy and Luitgard A.M. Veraart |
| Maintainer | Axel Gandy <a.gandy@imperial.ac.uk> |
| License | GPL-3 |
| Version | 0.4.2 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the systemicrisk package in your browser
Any scripts or data that you put into this service are public.
