frequencyConnectedness: Spectral Decomposition of Connectedness Measures

Accompanies a paper (Barunik, Krehlik (2017) <doi:10.2139/ssrn.2627599>) 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 (<>) for relevant information.

Version: 0.1.5
Depends: vars, urca
Suggests: testthat, stringr, mAr, reshape2, ggplot2, parallel, zoo
Published: 2017-05-02
Author: Tomas Krehlik [aut, cre]
Maintainer: Tomas Krehlik <tomas.krehlik at>
License: GPL-2
NeedsCompilation: no
CRAN checks: frequencyConnectedness results


Reference manual: frequencyConnectedness.pdf
Package source: frequencyConnectedness_0.1.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: frequencyConnectedness_0.1.5.tgz
OS X Mavericks binaries: r-oldrel: frequencyConnectedness_0.1.5.tgz


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