<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Systemic Risk and Network Reconstruction</dc:title>
  <dc:title>R package systemicrisk version 0.4.3</dc:title>
  <dc: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&amp;Veraart (2016) &lt;doi:10.1287/mnsc.2016.2546&gt;. It also incorporates models that use a power law distribution on the degree distribution.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: lpSolve, Rcpp (&gt;= 0.11.2), stats, utils</dc:relation>
  <dc:relation>LinkingTo: Rcpp</dc:relation>
  <dc:relation>Suggests: coda, testthat, knitr</dc:relation>
  <dc:creator>Axel Gandy &lt;a.gandy@imperial.ac.uk&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Axel Gandy [aut, cre],
  Luitgard A.M. Veraart [aut]</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2024-05-05</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=systemicrisk</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.systemicrisk</dc:identifier>
</oai_dc:dc>