frequencyConnectedness: Spectral Decomposition of Connectedness Measures
Version 0.2.0

Accompanies a paper (Barunik, Krehlik (2017) ) 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.

Getting started

Package details

AuthorTomas Krehlik [aut, cre]
Date of publication2018-01-03 20:50:27 UTC
MaintainerTomas Krehlik <[email protected]>
Package repositoryView on CRAN
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frequencyConnectedness documentation built on Jan. 4, 2018, 1:51 a.m.