systemicrisk

Analysis of risk through liability matrices. Contains a Gibbs sampler for network reconstruction, where only row and column sums of the liabilities matrix as well as some other fixed entries are observed, following the methodology of Gandy&Veraart (2016) <doi:10.1287/mnsc.2016.2546>. It also incorporates models that use a power law distribution on the degree distribution.

Last 30 days

This package has been downloaded 411 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 3 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 6,101 times in the last 365 days. That's a lot of interest! Someone might even write a blog post about it. The day with the most downloads was Sep 11, 2024 with 64 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.