Man pages for tomaskrehlik/frequencyConnectedness
Spectral Decomposition of Connectedness Measures
| collapseBounds | Method for for collapsing bound for frequency spillovers |
| collapseBounds.list_of_spills | Function to collapse bounds |
| collapseBounds.spillover_table | Function to collapse bounds |
| exampleSim | The simulated time-series |
| fevd | Compute a forecast error vector decomposition in recursive... |
| fftFEVD | Compute a FFT transform of forecast error vector... |
| fftGenFEVD | Compute a FFT transform of forecast error vector... |
| from | Method for computing FROM spillovers |
| from.list_of_spills | Function to compute from spillovers |
| from.spillover_table | Function to compute from spillovers |
| genFEVD | Compute a forecast error vector decomposition in generalised... |
| getIndeces | Get the indeces for the individual intervals |
| getPartition | Get a list of indeces corresponding to parts of frequency... |
| net | Method for computing NET spillovers |
| net.list_of_spills | Function to compute net spillovers |
| net.spillover_table | Function to compute net spillovers |
| overall | Method for computing overall spillovers |
| overall.list_of_spills | Function to compute overall spillovers |
| overall.spillover_table | Function to compute overall spillovers |
| pairwise | Method for computing PAIRWISE spillovers |
| pairwise.list_of_spills | Function to compute pairwise spillovers |
| pairwise.spillover_table | Function to compute pairwise spillovers |
| plotFrom | Method for ploting FROM spillovers |
| plotFrom.list_of_spills | Function to plot from spillovers |
| plotNet | Method for ploting NET spillovers |
| plotNet.list_of_spills | Function to plot net spillovers |
| plotOverall | Method for ploting overall spillovers |
| plotOverall.list_of_spills | Function to plot overall spillovers |
| plotPairwise | Method for ploting PAIRWISE spillovers |
| plotPairwise.list_of_spills | Function to plot pairwise spillovers |
| plotSpecific | Method for ploting specific pair spillover |
| plotSpecific.list_of_spills | Function to plot specific spilover from i to j |
| plotTo | Method for ploting TO spillovers |
| plotTo.list_of_spills | Function to plot to spillovers |
| print.list_of_spills | Function to not print the list_of_spills object |
| print.spillover_table | Function to print the spillover table object |
| spillover | Computing spillover from a fevd |
| spilloverBK09 | Computing the decomposed spillover from a fevd as defined by... |
| spilloverBK12 | Computing the decomposed spillover from a generalized fevd as... |
| spilloverDY09 | Computing spillover from a fevd according to Diebold Yilmaz... |
| spilloverDY12 | Computing spillover from a generalized fevd according to... |
| spilloverFft | Computing the decomposed spillover from a fevd |
| spilloverRolling | Computing rolling spillover |
| spilloverRollingBK09 | Computing rolling frequency spillover from a fevd as defined... |
| spilloverRollingBK12 | Computing rolling frequency spillover from a generalized fevd... |
| spilloverRollingDY09 | Computing rolling spillover according to Diebold Yilmaz... |
| spilloverRollingDY12 | Computing rolling spillover from the generalized fevd... |
| to | Method for computing TO spillovers |
| to.list_of_spills | Function to compute to spillovers |
| to.spillover_table | Function to compute to spillovers |
| volatilities | Volatilities from Ox Man Institute |
