Accompanies a paper (Barunik, Krehlik (2018) <doi:10.1093/jjfinec/nby001>) dedicated to spectral decomposition of connectedness measures and their interpretation. We implement all the developed estimators as well as the historical counterparts. For more information, see the help or GitHub page (<https://github.com/tomaskrehlik/frequencyConnectedness>) for relevant information.
Version: 0.2.4 Depends: vars, urca, knitr, pbapply Imports: methods Suggests: testthat, stringr, mAr, reshape2, ggplot2, parallel, zoo, BigVAR Published: 2023-02-24 DOI: 10.32614/CRAN.package.frequencyConnectedness Author: Tomas Krehlik [aut, cre] Maintainer: Tomas Krehlik <tomas.krehlik at gmail.com> BugReports: https://github.com/tomaskrehlik/frequencyConnectedness/issues License: GPL-2 URL: https://github.com/tomaskrehlik/frequencyConnectedness NeedsCompilation: no Materials: NEWS CRAN checks: frequencyConnectedness results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=frequencyConnectedness to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4