Other packages > Find by keyword >

ConnectednessApproach  

Connectedness Approach
View on CRAN: Click here


Download and install ConnectednessApproach package within the R console
Install from CRAN:
install.packages("ConnectednessApproach")

Install from Github:
library("remotes")
install_github("cran/ConnectednessApproach")

Install by package version:
library("remotes")
install_version("ConnectednessApproach", "1.0.4")



Attach the package and use:
library("ConnectednessApproach")
Maintained by
David Gabauer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-03-22
Latest Update: 2025-03-01
Description:
The estimation of static and dynamic connectedness measures is created in a modular and user-friendly way. Besides, the time domain connectedness approaches, this package further allows to estimate the frequency connectedness approach, the joint spillover index and the extended joint connectedness approach. In addition, all connectedness frameworks can be based upon orthogonalized and generalized VAR, QVAR, LASSO VAR, Ridge VAR, Elastic Net VAR and TVP-VAR models. Furthermore, the package includes the conditional, decomposed and partial connectedness measures as well as the pairwise connectedness index, influence index and corrected total connectedness index. Finally, a battery of datasets are available allowing to replicate a variety of connectedness papers.
How to cite:
David Gabauer (2022). ConnectednessApproach: Connectedness Approach. R package version 1.0.4, https://cran.r-project.org/web/packages/ConnectednessApproach. Accessed 07 Mar. 2026.
Previous versions and publish date:
1.0.0 (2022-03-22 18:50), 1.0.1 (2022-08-31 14:20), 1.0.3 (2024-06-16 18:20)
Other packages that cited ConnectednessApproach R package
View ConnectednessApproach citation profile
Other R packages that ConnectednessApproach depends, imports, suggests or enhances
Complete documentation for ConnectednessApproach
Functions, R codes and Examples using the ConnectednessApproach R package
Some associated functions: AggregatedConnectedness . BayesPrior . BivariateDCCGARCH . BivariatePortfolio . ConditionalConnectedness . ConditionalCorrelation . ConnectednessApproach . ConnectednessTable . DCCGARCHselection . ElasticNetVAR . EquallyWeightedPortfolio . ExclusiveConnectedness . ExtendedJointConnectedness . ExternalConnectedness . FEVD . FrequencyConnectedness . GARCHselection . GARCHtests . HedgeRatio . IRF . InclusiveConnectedness . InternalConnectedness . JointConnectedness . MinimumConnectednessPortfolio . MinnesotaPrior . PartialCorrelations . PlotFROM . PlotINF . PlotNET . PlotNPDC . PlotNPT . PlotNetwork . PlotPCI . PlotTCI . PlotTO . QVAR . RiskParityPortfolio . SummaryStatistics . TVPVAR . TimeConnectedness . UninformativePrior . VAR . VFEVD . VarianceTest . WeightedBoxTest . Wold . aaacgo2022 . acg2020 . bcg2022 . bgu2021 . cegg2022 . cg2021 . cgg2022 . cgs2021 . cgs2022 . dy2009 . dy2012 . g2020 . gcat2022 . gg2018 . gghm2022 . jcggh2022 . lw2021 . 
Some associated R codes: AggregatedConnectedness.R . BayesPrior.R . BivariateDCCGARCH.R . BivariatePortfolio.R . ConditionalConnectedness.R . ConditionalCorrelations.R . ConnectednessApproach-internal.R . ConnectednessApproach.R . ConnectednessTable.R . DCCGARCHselection.R . ElasticNetVAR.R . EquallyWeightedPortfolio.R . ExclusiveConnectedness.R . ExtendedJointConnectedness.R . ExternalConnectedness.R . FEVD.R . FrequencyConnectedness.R . GARCHselection.R . GARCHtests.R . HedgeRatio.R . IRF.R . InclusiveConnectedness.R . InternalConnectedness.R . JointConnectedness.R . MinimumConnectednessPortfolio.R . MinnesotaPrior.R . PartialCorrelations.R . PlotFROM.R . PlotINF.R . PlotNET.R . PlotNPDC.R . PlotNPT.R . PlotNetwork.R . PlotPCI.R . PlotTCI.R . PlotTO.R . QVAR.R . RiskParityPortfolio.R . SummaryStatistics.R . TVPVAR.R . TimeConnectedness.R . UninformativePrior.R . VAR.R . VFEVD.R . VarianceTest.R . WeightedBoxTest.R . Wold.R .  Full ConnectednessApproach package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
portalr  
Create Useful Summaries of the Portal Data
Download and generate summaries for the rodent, plant, ant, and weather data from the Portal Projec ...
Download / Learn more Package Citations See dependency  
ReviewR  
A Light-Weight, Portable Tool for Reviewing Individual Patient Records
A portable Shiny tool to explore patient-level electronic health record data and perform chart revi ...
Download / Learn more Package Citations See dependency  
lmSubsets  
Exact Variable-Subset Selection in Linear Regression
Exact and approximation algorithms for variable-subset selection in ordinary linear regression mode ...
Download / Learn more Package Citations See dependency  
SAMtool  
Stock Assessment Methods Toolkit
Simulation tools for closed-loop simulation are provided for the 'MSEtool' operating model to inform ...
Download / Learn more Package Citations See dependency  
testDriveR  
Teaching Data for Statistics and Data Science
Provides data sets for teaching statistics and data science courses. It includes a sample of data f ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,376

Author Associations

26,265

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA