Implements some risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.

Documentation

Manual: NetworkRiskMeasures.pdf
Vignette: None available.

Maintainer: Carlos Cinelli <carloscinelli at hotmail.com>

Author(s): Carlos Cinelli <carloscinelli at hotmail.com>, Thiago Cristiano Silva <thiagochris at gmail.com>

Install package and any missing dependencies by running this line in your R console:

install.packages("NetworkRiskMeasures")

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Imports expm, ggplot2, dplyr
Suggests testthat, igraph
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Package NetworkRiskMeasures
Materials
URL
Task Views Finance
Version 0.1.1
Published 2017-01-10
License GPL-3
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks NetworkRiskMeasures check results
Package source NetworkRiskMeasures_0.1.1.tar.gz