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: 2026-07-09 07:16:00 UTC; root
Author: Axel Gandy [aut, cre], Luitgard A.M. Veraart [aut]
Maintainer: Axel Gandy <a.gandy@imperial.ac.uk>
Repository: https://agandy.r-universe.dev
Date/Publication: 2024-05-06 02:39:43 UTC
RemoteUrl: https://github.com/cran/systemicrisk
RemoteRef: HEAD
RemoteSha: cb44589c25416c4da09de4a69f5d11e253e8127c