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 <carloscinelli@hotmail.com>, Thiago Cristiano Silva <thiagochris@gmail.com>
MaintainerCarlos Cinelli <carloscinelli@hotmail.com>
LicenseGPL-3
Version0.1.4
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("remotes")
remotes::install_github("carloscinelli/NetworkRiskMeasures")
carloscinelli/NetworkRiskMeasures documentation built on March 7, 2020, 4:39 p.m.