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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]
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 10 Apr. 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)
Other packages that cited frequencyConnectedness R package
View frequencyConnectedness citation profile
Other R packages that frequencyConnectedness depends, imports, suggests or enhances
Complete documentation for frequencyConnectedness
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