g_forex: Forex correlation network
In clustAnalytics: Cluster Evaluation on Graphs
g_forex R Documentation
Forex correlation network
Description
Network built from correlations between time series of exchange rate returns.
It was built from the 13 most traded currencies and with data of January 2009.
It is a complete graph of 78 vertices (corresponding to pairs of currencies)
and has edge weights bounded between 0 and 1.
Usage
g_forex
Format
An igraph object with 78 vertices and 3003 weighted edges
clustAnalytics documentation built on May 29, 2024, 12:18 p.m.
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| g_forex | R Documentation |
Forex correlation network
Description
Network built from correlations between time series of exchange rate returns. It was built from the 13 most traded currencies and with data of January 2009. It is a complete graph of 78 vertices (corresponding to pairs of currencies) and has edge weights bounded between 0 and 1.
Usage
g_forex
Format
An igraph object with 78 vertices and 3003 weighted edges
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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