A Toolbox for Systemic Risk

Documentation for package ‘systemicrisk’ version 0.2

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