systemicrisk
Systemic Risk and Network Reconstruction
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.
- Version0.4.3
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- systemicrisk citation info
- Last release05/05/2024
Documentation
Team
Axel Gandy
Luitgard A.M. Veraart
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Last 30 days
This package has been downloaded 458 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 3 times.
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Last 365 days
This package has been downloaded 6,112 times in the last 365 days. Impressive! The kind of number that makes colleagues ask, 'How did you do it?' The day with the most downloads was Sep 11, 2024 with 64 downloads.
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Dependencies
- Imports2 packages
- Suggests3 packages
- Linking To1 package