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NetworkRiskMeasures: Risk Measures for (Financial) Networks

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

Version: 0.1.4
Depends: Matrix
Imports: expm, ggplot2, dplyr
Suggests: testthat, igraph, covr
Published: 2020-03-05
DOI: 10.32614/CRAN.package.NetworkRiskMeasures
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

Documentation:

Reference manual: NetworkRiskMeasures.pdf

Downloads:

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 (arm64): NetworkRiskMeasures_0.1.4.tgz, r-oldrel (arm64): NetworkRiskMeasures_0.1.4.tgz, r-release (x86_64): NetworkRiskMeasures_0.1.4.tgz, r-oldrel (x86_64): NetworkRiskMeasures_0.1.4.tgz
Old sources: NetworkRiskMeasures archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.