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:Carlos Cinelli <[email protected]>, Thiago Cristiano Silva <[email protected]>

NetworkRiskMeasures_0.1.4.tar.gz
NetworkRiskMeasures_0.1.4.zip(r-4.7-any)NetworkRiskMeasures_0.1.4.zip(r-4.6-any)NetworkRiskMeasures_0.1.4.zip(r-4.5-any)
NetworkRiskMeasures_0.1.4.tgz(r-4.6-any)NetworkRiskMeasures_0.1.4.tgz(r-4.5-any)
NetworkRiskMeasures_0.1.4.tar.gz(r-4.7-any)NetworkRiskMeasures_0.1.4.tar.gz(r-4.6-any)
NetworkRiskMeasures_0.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
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

Datasets:

On CRAN:

Conda:

5.28 score 76 stars 50 scripts 561 downloads 12 exports 28 dependencies

Last updated from:3813414a3d. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE152
source / vignettesOK179
linux-release-x86_64NOTE156
macos-release-arm64NOTE147
macos-oldrel-arm64NOTE150
windows-develNOTE105
windows-releaseNOTE116
windows-oldrelNOTE98
wasm-releaseOK106

Exports:communicability_matrixcontagioncriticalityimpact_diffusionimpact_fluidityimpact_matriximpact_susceptibilitymatrix_estimationmax_entmin_densrisk_matrixvulnerability_matrix

Dependencies:clicpp11dplyrexpmfarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMatrixpillarpkgconfigR6RColorBrewerrlangS7scalestibbletidyselectutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
Computes the communicability matrixcommunicability_matrix
Contagion Simulationscontagion
Criticality of the verticescriticality
Impact Susceptibility, Fluidity and Diffusionimpact_diffusion impact_fluidity impact_susceptibility
Matrix Estimationmatrix_estimation max_ent min_dens
Computes the (binary) impact or vulnerability matricesimpact_matrix risk_matrix vulnerability_matrix
Simulated Interbank Datasim_data