systemicrisk: A Toolbox for Systemic Risk

A toolbox for systemic risk based on liabilities matrices. Contains a Gibbs sampler for liabilities matrices where only row and column sums of the liabilities matrix as well as some other fixed entries are observed. Includes models for power law distribution on the degree distribution.

Version: 0.4
Imports: lpSolve, Rcpp (≥ 0.11.2), stats, utils
LinkingTo: Rcpp
Suggests: coda, testthat, knitr
Published: 2017-01-08
Author: Axel Gandy and Luitgard A.M. Veraart
Maintainer: Axel Gandy <a.gandy at>
License: GPL-3
NeedsCompilation: yes
Citation: systemicrisk citation info
Materials: NEWS
CRAN checks: systemicrisk results


Reference manual: systemicrisk.pdf
Vignettes: Example: Hierarchical Models
Some Introductory Examples
Package source: systemicrisk_0.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: systemicrisk_0.4.tgz, r-oldrel: systemicrisk_0.4.tgz
Old sources: systemicrisk archive


Please use the canonical form to link to this page.