Risk Measures for (Financial) Networks

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


Reference manual

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0.1.2 by Carlos Cinelli, 8 months ago

Browse source code at https://github.com/cran/NetworkRiskMeasures

Authors: Carlos Cinelli <carloscinelli@hotmail.com>, Thiago Cristiano Silva <thiagochris@gmail.com>

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL-3 license

Imports expm, ggplot2, dplyr

Depends on Matrix

Suggests testthat, igraph

See at CRAN