systemicrisk
Systemic Risk and Network Reconstruction
Analysis of risk through liability matrices. Contains a Gibbs sampler for network reconstruction, where only row and column sums of the liabilities matrix as well as some other fixed entries are observed, following the methodology of Gandy&Veraart (2016) <doi:10.1287/mnsc.2016.2546>. It also incorporates models that use a power law distribution on the degree distribution.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.4.3 |
rolling linux/jammy R-4.5 | systemicrisk_0.4.3.tar.gz |
333.7 KiB |
0.4.3 |
rolling linux/noble R-4.5 | systemicrisk_0.4.3.tar.gz |
335.9 KiB |
0.4.3 |
rolling source/ R- | systemicrisk_0.4.3.tar.gz |
176.6 KiB |
0.4.3 |
latest linux/jammy R-4.5 | systemicrisk_0.4.3.tar.gz |
333.7 KiB |
0.4.3 |
latest linux/noble R-4.5 | systemicrisk_0.4.3.tar.gz |
335.9 KiB |
0.4.3 |
latest source/ R- | systemicrisk_0.4.3.tar.gz |
176.6 KiB |
0.4.3 |
2026-04-26 source/ R- | systemicrisk_0.4.3.tar.gz |
176.6 KiB |
0.4.3 |
2026-04-23 source/ R- | systemicrisk_0.4.3.tar.gz |
176.6 KiB |
0.4.3 |
2026-04-09 windows/windows R-4.5 | systemicrisk_0.4.3.zip |
656.0 KiB |
0.4.3 |
2025-04-20 source/ R- | systemicrisk_0.4.3.tar.gz |
176.6 KiB |