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 (<https://github.com/tomaskrehlik/frequencyConnectedness>) for relevant information.

Version: 0.2.0
Depends: vars, urca, knitr, pbapply
Imports: methods
Suggests: testthat, stringr, mAr, reshape2, ggplot2, parallel, zoo, BigVAR
Published: 2018-01-03
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

Downloads:

Reference manual: frequencyConnectedness.pdf
Package source: frequencyConnectedness_0.2.0.tar.gz
Windows binaries: r-devel: frequencyConnectedness_0.2.0.zip, r-release: frequencyConnectedness_0.2.0.zip, r-oldrel: frequencyConnectedness_0.2.0.zip
OS X binaries: r-release: frequencyConnectedness_0.2.0.tgz, r-oldrel: frequencyConnectedness_0.2.0.tgz
Old sources: frequencyConnectedness archive

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