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frequencyConnectedness  

Spectral Decomposition of Connectedness Measures
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("frequencyConnectedness", "0.2.4")



Attach the package and use:
library("frequencyConnectedness")
Maintained by
Tomas Krehlik
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-05-02
Latest Update: 2023-02-24
Description:
Accompanies a paper (Barunik, Krehlik (2018) ) 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.
How to cite:
Tomas Krehlik (2017). frequencyConnectedness: Spectral Decomposition of Connectedness Measures. R package version 0.2.4, https://cran.r-project.org/web/packages/frequencyConnectedness. Accessed 02 Feb. 2025.
Previous versions and publish date:
0.1.5 (2017-05-02 18:13), 0.1.6 (2017-06-09 19:12), 0.2.0 (2018-01-03 21:50), 0.2.1 (2018-09-24 23:40), 0.2.2 (2020-02-16 20:20), 0.2.3 (2020-11-10 23:20)
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Complete documentation for frequencyConnectedness
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