NetworkRiskMeasures: Risk Measures for (Financial) Networks

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

Version: 0.1.1
Depends: Matrix
Imports: expm, ggplot2, dplyr
Suggests: testthat, igraph
Published: 2017-01-10
Author: Carlos Cinelli, Thiago Cristiano Silva
Maintainer: Carlos Cinelli <carloscinelli at hotmail.com>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: NetworkRiskMeasures results

Downloads:

Reference manual: NetworkRiskMeasures.pdf
Package source: NetworkRiskMeasures_0.1.1.tar.gz
Windows binaries: r-devel: NetworkRiskMeasures_0.1.1.zip, r-release: NetworkRiskMeasures_0.1.1.zip, r-oldrel: NetworkRiskMeasures_0.1.1.zip
OS X Mavericks binaries: r-release: NetworkRiskMeasures_0.1.1.tgz, r-oldrel: NetworkRiskMeasures_0.1.1.tgz

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