Implements some risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.
| Version: | 0.1.4 |
| Depends: | Matrix |
| Imports: | expm, ggplot2, dplyr |
| Suggests: | testthat, igraph, covr |
| Published: | 2020-03-05 |
| Author: | Carlos Cinelli, Thiago Cristiano Silva |
| Maintainer: | Carlos Cinelli <carloscinelli at hotmail.com> |
| BugReports: | https://github.com/carloscinelli/NetworkRiskMeasures/issues |
| License: | GPL-3 |
| URL: | https://github.com/carloscinelli/NetworkRiskMeasures |
| NeedsCompilation: | no |
| Materials: | README |
| In views: | Finance |
| CRAN checks: | NetworkRiskMeasures results |
| Reference manual: | NetworkRiskMeasures.pdf |
| Package source: | NetworkRiskMeasures_0.1.4.tar.gz |
| Windows binaries: | r-devel: NetworkRiskMeasures_0.1.4.zip, r-release: NetworkRiskMeasures_0.1.4.zip, r-oldrel: NetworkRiskMeasures_0.1.4.zip |
| macOS binaries: | r-release: NetworkRiskMeasures_0.1.4.tgz, r-oldrel: NetworkRiskMeasures_0.1.4.tgz |
| Old sources: | NetworkRiskMeasures archive |
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