Accompanies a paper (Barunik, Krehlik (2018) <doi:10.1093/jjfinec/nby001>) 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 (<https://github.com/tomaskrehlik/frequencyConnectedness>) for relevant information.
Package details 


Maintainer  
License  GPL2 
Version  0.2.2 
URL  https://github.com/tomaskrehlik/frequencyConnectedness 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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