Package: NetworkRiskMeasures 0.1.4
NetworkRiskMeasures: Risk Measures for (Financial) Networks
Implements some risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.
Authors:
NetworkRiskMeasures_0.1.4.tar.gz
NetworkRiskMeasures_0.1.4.zip(r-4.5)NetworkRiskMeasures_0.1.4.zip(r-4.4)NetworkRiskMeasures_0.1.4.zip(r-4.3)
NetworkRiskMeasures_0.1.4.tgz(r-4.4-any)NetworkRiskMeasures_0.1.4.tgz(r-4.3-any)
NetworkRiskMeasures_0.1.4.tar.gz(r-4.5-noble)NetworkRiskMeasures_0.1.4.tar.gz(r-4.4-noble)
NetworkRiskMeasures_0.1.4.tgz(r-4.4-emscripten)NetworkRiskMeasures_0.1.4.tgz(r-4.3-emscripten)
NetworkRiskMeasures.pdf |NetworkRiskMeasures.html✨
NetworkRiskMeasures/json (API)
| # Install 'NetworkRiskMeasures' in R: |
| install.packages('NetworkRiskMeasures', repos = c('https://carloscinelli.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/carloscinelli/networkriskmeasures/issues
- sim_data - Simulated Interbank Data
Last updated 5 years agofrom:3813414a3d. Checks:OK: 5 NOTE: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 07 2024 |
| R-4.5-win | NOTE | Nov 07 2024 |
| R-4.5-linux | NOTE | Nov 07 2024 |
| R-4.4-win | OK | Nov 07 2024 |
| R-4.4-mac | OK | Nov 07 2024 |
| R-4.3-win | OK | Nov 07 2024 |
| R-4.3-mac | OK | Nov 07 2024 |
Exports:communicability_matrixcontagioncriticalityimpact_diffusionimpact_fluidityimpact_matriximpact_susceptibilitymatrix_estimationmax_entmin_densrisk_matrixvulnerability_matrix
Dependencies:clicolorspacedplyrexpmfansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalestibbletidyselectutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Computes the communicability matrix | communicability_matrix |
| Contagion Simulations | contagion |
| Criticality of the vertices | criticality |
| Impact Susceptibility, Fluidity and Diffusion | impact_diffusion impact_fluidity impact_susceptibility |
| Matrix Estimation | matrix_estimation max_ent min_dens |
| Computes the (binary) impact or vulnerability matrices | impact_matrix risk_matrix vulnerability_matrix |
| Simulated Interbank Data | sim_data |
