NetworkRiskMeasures (0.1.2)
Risk Measures for (Financial) Networks.
http://cran.r-project.org/web/packages/NetworkRiskMeasures
Implements some risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.
Maintainer:
Carlos Cinelli
Author(s): Carlos Cinelli <carloscinelli@hotmail.com>, Thiago Cristiano Silva <thiagochris@gmail.com>
License: GPL-3
Uses: dplyr, expm, ggplot2, Matrix, igraph, testthat
Released over 2 years ago.