Package: systemicrisk
Type: Package
Title: Systemic Risk and Network Reconstruction
Version: 0.4.3
Date: 2024-05-03
Authors@R: c(person(given="Axel",family="Gandy", role=c("aut","cre"),email="a.gandy@imperial.ac.uk"),
             person(given="Luitgard A.M.",family="Veraart", role=c("aut")))
Description: 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.
License: GPL-3
Imports: lpSolve, Rcpp (>= 0.11.2), stats, utils
LinkingTo: Rcpp
Suggests: coda, testthat, knitr
VignetteBuilder: knitr
Encoding: UTF-8
RoxygenNote: 7.3.1
NeedsCompilation: yes
Packaged: 2024-05-03 16:09:45 UTC; agandy
Author: Axel Gandy [aut, cre],
  Luitgard A.M. Veraart [aut]
Maintainer: Axel Gandy <a.gandy@imperial.ac.uk>
Repository: CRAN
Date/Publication: 2024-05-05 21:10:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-27 04:23:22 UTC; unix
Archs: systemicrisk.so.dSYM
