A Toolbox for Systemic Risk


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Documentation for package ‘systemicrisk’ version 0.2

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cloneMatrix Crates a deep copy of a matrix
default Default of Banks
default_cascade Default Cascade
default_clearing Clearing Vector with Bankruptcy Costs
ERE_step_cycle Does one Gibbs Step on a cycle
getfeasibleMatr Creates a feasible starting matrix
GibbsSteps_kcycle Gibbs sampling step of a matrix in the ERE model
sample_ERE Sample from the ERE model with given row and column sums
steps_ERE Perform Steps of the Gibbs Sampler of the ERE model