Package: systemicrisk
Type: Package
Title: A Toolbox for Systemic Risk
Version: 0.4.2
Date: 2019-01-13
Author: Axel Gandy and Luitgard A.M. Veraart
Maintainer: Axel Gandy <a.gandy@imperial.ac.uk>
Description: A toolbox for systemic risk based on liabilities matrices. Contains
    a Gibbs sampler for liabilities matrices where only row and column sums of the
    liabilities matrix as well as some other fixed entries are observed. Includes models 
    for 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
RoxygenNote: 6.0.1
NeedsCompilation: yes
Packaged: 2019-01-13 21:20:47 UTC; agandy
Repository: CRAN
Date/Publication: 2019-01-13 21:40:03 UTC
