carloscinelli/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
Version0.1.3.9000
URL https://github.com/carloscinelli/NetworkRiskMeasures
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("carloscinelli/NetworkRiskMeasures")
carloscinelli/NetworkRiskMeasures documentation built on May 11, 2017, 11:06 p.m.