Man pages for tomaskrehlik/frequencyConnectedness
Spectral Decomposition of Connectedness Measures

collapseBoundsMethod for for collapsing bound for frequency spillovers
collapseBounds.list_of_spillsFunction to collapse bounds
collapseBounds.spillover_tableFunction to collapse bounds
exampleSimThe simulated time-series
fevdCompute a forecast error vector decomposition in recursive...
fftFEVDCompute a FFT transform of forecast error vector...
fftGenFEVDCompute a FFT transform of forecast error vector...
fromMethod for computing FROM spillovers
from.list_of_spillsFunction to compute from spillovers
from.spillover_tableFunction to compute from spillovers
genFEVDCompute a forecast error vector decomposition in generalised...
getIndecesGet the indeces for the individual intervals
getPartitionGet a list of indeces corresponding to parts of frequency...
netMethod for computing NET spillovers
net.list_of_spillsFunction to compute net spillovers
net.spillover_tableFunction to compute net spillovers
overallMethod for computing overall spillovers
overall.list_of_spillsFunction to compute overall spillovers
overall.spillover_tableFunction to compute overall spillovers
pairwiseMethod for computing PAIRWISE spillovers
pairwise.list_of_spillsFunction to compute pairwise spillovers
pairwise.spillover_tableFunction to compute pairwise spillovers
plotFromMethod for ploting FROM spillovers
plotFrom.list_of_spillsFunction to plot from spillovers
plotNetMethod for ploting NET spillovers
plotNet.list_of_spillsFunction to plot net spillovers
plotOverallMethod for ploting overall spillovers
plotOverall.list_of_spillsFunction to plot overall spillovers
plotPairwiseMethod for ploting PAIRWISE spillovers
plotPairwise.list_of_spillsFunction to plot pairwise spillovers
plotToMethod for ploting TO spillovers
plotTo.list_of_spillsFunction to plot to spillovers
print.list_of_spillsFunction to not print the list_of_spills object
print.spillover_tableFunction to print the spillover table object
spilloverComputing spillover from a fevd
spilloverBK09Computing the decomposed spillover from a fevd as defined by...
spilloverBK12Computing the decomposed spillover from a generalized fevd as...
spilloverDY09Computing spillover from a fevd according to Diebold Yilmaz...
spilloverDY12Computing spillover from a generalized fevd according to...
spilloverFftComputing the decomposed spillover from a fevd
spilloverRollingComputing rolling spillover
spilloverRollingBK09Computing rolling frequency spillover from a fevd as defined...
spilloverRollingBK12Computing rolling frequency spillover from a generalized fevd...
spilloverRollingDY09Computing rolling spillover according to Diebold Yilmaz...
spilloverRollingDY12Computing rolling spillover from the generalized fevd...
toMethod for computing TO spillovers
to.list_of_spillsFunction to compute to spillovers
to.spillover_tableFunction to compute to spillovers
volatilitiesVolatilities from Ox Man Institute
tomaskrehlik/frequencyConnectedness documentation built on Feb. 6, 2020, 8:15 a.m.