systemicrisk

Systemic Risk and Network Reconstruction

CRAN Package

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.


Documentation


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Insights

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.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
47 downloadsMar 4, 2025
16 downloadsMar 5, 2025
3 downloadsMar 6, 2025
2 downloadsMar 7, 2025
42 downloadsMar 8, 2025
1 downloadsMar 9, 2025
1 downloadsMar 10, 2025
9 downloadsMar 11, 2025
8 downloadsMar 12, 2025
44 downloadsMar 13, 2025
3 downloadsMar 14, 2025
14 downloadsMar 15, 2025
1 downloadsMar 16, 2025
27 downloadsMar 17, 2025
30 downloadsMar 18, 2025
1 downloadsMar 19, 2025
8 downloadsMar 20, 2025
7 downloadsMar 21, 2025
2 downloadsMar 22, 2025
2 downloadsMar 23, 2025
60 downloadsMar 24, 2025
9 downloadsMar 25, 2025
3 downloadsMar 26, 2025
4 downloadsMar 27, 2025
58 downloadsMar 28, 2025
0 downloadsMar 29, 2025
4 downloadsMar 30, 2025
1 downloadsMar 31, 2025
48 downloadsApr 1, 2025
3 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
0
60

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 6,112 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.

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

Data provided by CRAN


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Dependencies

  • Imports2 packages
  • Suggests3 packages
  • Linking To1 package