Man pages for zlfccnu/econophysics
Functions for econophysics
| ace | adaptive cluster expansion for potts model inference |
| averageDegree | Function used to calculate the averge degree of a graph |
| average_product_correction | average product correction for normal matrix |
| averageTrappingTime | Function used to calculate the averge trapping time for a... |
| barycenter | calculate the barycenter of the trade network |
| basicGraphTopology | Function used to calculate the basic network topology |
| bump_chart | bump chart or ranking chart for the uncomtrade data |
| cascadingFailure | This program is trying to modeling the cascading failure |
| caviar_ADAPTIVE | adaptive model for CoViaR |
| caviar_AS | Asyomptic slope model for CoViaR |
| caviar_GARCH | GARCH model for CoViaR |
| caviarOptim | Function used to calculate the CAViaR |
| caviar_SAV | SAV model for CoViaR |
| chordDiagramFromNet | plot the chord diagram for the uncomtrade among different... |
| citation2net | convert the citation information to co-occurrence network |
| cluster_infomap_new | the latest version of infomap algorithm |
| community2sankey | plot community as sankey diagram |
| communityCentrality | community centrality of network |
| competition_network | construct the competition network from the trade network |
| conflict_resolve | resolve the function conflict for one pkg over any other pkgs |
| contactMap | calculate the contact map from the interaction strength... |
| corMat2PMFG | Planar Graph from the correlation matrix of financial time... |
| correctNames | This function is aiming at converting author names to... |
| createProject | Function used to create a simple project subdirectories |
| delete.edges_vertices | Delete edges end with specific nodes |
| detachAllPackages | Function used to detach all the packages except basics pkgs |
| df2list | convert a data.frame to list |
| diagModify | change the diag function in order to complain with pipe... |
| diffusionEntropy | use the difussion entropy method to calculate the Hurst... |
| directSingularity | Direct determine the sigularity spectrum of fractal set |
| discrete_by_sd | discretize the return of stock by standard deviation |
| discrete_by_volatility | discretize the volatility of stock by standard deviation |
| econophyscis | econophysics: A package for econophysics research. The... |
| eff.frontier | Function used to find the efficient frontier by using the... |
| eff.frontier_ipop | get the efficient frontier, no matter the covariance matrix... |
| eigenBoundRMT | calculate the eigenvalue distribution for a random purely... |
| eigenDistRMT | calculate the eigenvalue distribution for a random purely... |
| eigenRev | Function used to reverse the order of the eigen vectors |
| elementWiseMatrixAdd | element wise add function for matrix |
| errbarXY | Function used to add the horizonal errbar and vertical errbar |
| ESI | the export similarity index for the trade data and will... |
| ESI_ab | the export similarity index for the trade data, only... |
| expectedShortfall | use the box constriant to calculate the expected shortfall of... |
| extract_graph | Extract a sub-graph according to the ratio of total edge... |
| F2_DFA | Function used to calculate the square DFA fluctuation |
| factorialMoment | Function to calculate the factor moments |
| F_ARq_DCCA | ARMA based MFDCCA analysis |
| F_DCCA | Function used to calculate the DCCA fluctuation |
| F_DCCA_seq | parallel compute the dfa fluctuations for different scale |
| F_DFA | Function used to calculate the DFA fluctuation |
| filteredCorMat | Function used to filter the covariance matrix of a series of... |
| filteredCovMat | Function used to filter the covariance matrix of a series of... |
| find_cycles | Function used to find the local minimum and local maximum |
| findGiantComponent | Find the giant component |
| findSmallComponentsVid | Find the vertices' ids outside the giant component |
| finish_notify | this function can use to generate a beep sound after you... |
| Fq_DCCA | Function used to calculate the DCCA power of fluctuation |
| funcEditDistance | Function to calculate a simple edit distance or jaccard index |
| funcEntropyofNetwork | Function used to calculate the entropy of a graph |
| funcGraphEnergy | Function to calculate the energy of a graph which is the sum... |
| funcHeteroIndex | Function to eavaluate the heterogeneity of a graph |
| funcLaplacianEnergy | Function to calculate the laplacian energy of a graph,... |
| funcPlanarTest | Test a graph is planar or not |
| hardThresholdNetwork | Construct the hard threshold network form correlation matrix |
| histDensity | get hist density |
| h_nMF | naive mean field external field reconstruction for ising... |
| h_TAP | TAP approximation external field reconstruction for ising... |
| hurstExponent | Function used to calculate the generalized hurst exponent |
| hurstExponentMultiscale | Function to cnstrcut the multiscale hurst exponent |
| hurstExponent_xy | Function used to calculate the generalized hurst exponent |
| hybirdMeasure | Function calculate hybird measure for centrality of graph |
| initializePars | Function used to initialize some system parameters |
| input_ace | convert from configuration to state probability and joint... |
| inverseParticipateRatio | Function used to calculate the inverse participate ratio |
| isometricTrans | Function to get the edgelist form a time series |
| J_nMF | naive mean field copuling strength reconstruction for ising... |
| JS_Distance | Function used to calculate the Jensen-Shannon between two... |
| JS_MatrixDistance | Function used to calculate the Jensen-Shannon between two... |
| JS_ProbDistance | Function used to calculate the Jensen-Shannon between two... |
| JS_SeriesDistance | Function used to calculate the Jeanson shannon distance for... |
| J_TAP | TAP approximation of copuling strength reconstruction for... |
| kuramoto | simulate the kuramoto model |
| layout_community | Function used to layout each sub community as the same layout |
| legendreTransform | Use the legendre transformation to calculate the lengendre... |
| localMinMax | Function to find the local minimum and maximum of a time... |
| modularityMatrix | modularity matrix for netowrk |
| net2sankey | plot the network with sankey diagram, either by country or by... |
| network2map | plot network on world map |
| network_backbone | extract the network backbone based on the null model proposed... |
| node_ranking | ranking the node importance for the trade network |
| nodeTrappingTime | Function used to calculate the averge trapping time for a... |
| optimalES | use the DEoptim algorithm to calculate the optimal ES by... |
| plot.dcca | plot the fluctuation function for DCCA |
| plot.dfa | plot the fluctuation function for DFA |
| polish_data | polish data from the uncomtrade database |
| powerMapping | power mapping the correlation matrix |
| probaMeasure | Calculate the probability measure of a fractal set |
| randomAttackSingleNetwork | Random attack for single network |
| randomShuffle | Function used to random shuffle some time series |
| randomTargetAttackSingleNetwork | attack a network with different ways |
| rankBasedThresholdNetworkStatiscs | Function used to construct the rank based threashold network |
| ranking_plot | ranking plot of countries fro the uncomtrade data |
| rho_DCCA | Function used to calculate the DCCA coefficient |
| rho_DPCCA | Function used to calculate the DPCCA partial coefficient |
| risk_transmission | modeling the risk transmission of the trade network |
| RK | runge kutta method for kuramoto model |
| rollapply_dataframe | rollapply to a data frame |
| RV_Mat | Function to calculate the modified RV coefficient, i.e, the... |
| safeSave | safe save for objects |
| selectPortfolioCommunity | Select stocks based the community detection info,inside... |
| showMemoryUse | Function used to show the memory useage in a readable format |
| showPackageContents | Show the functions and objects in a pkg |
| spillover | calculate the spillover relationship between two time series |
| SRCA | the RCA and Normalized RCA |
| TCI | the trade complementarity index |
| TCI_v2 | Trade complementarity index by Micbael Michaely |
| tidy_draw_down | the drawdown of a vector accompany to tidyverse |
| trade_data2net | convert the uncomtrade data tibble to igraph networks |
| trade_net_map | plot the trade network on map and color the country according... |
| transitivity_cor_mat | The modified clustering coefficient for a complete weighted... |
| triplePredict | Compute the triplets to evaluate the complexity of the... |
| triplePredictSpectrum | Compute the triplets to evaluate the complexity of the... |
| unweightVisibilityGraph | Function to get the edgelist form a time series |
| visibilityGraph | generate the visibility graph from time series |
| volatilityConnectedness | calculate the volatility connectedness among financial time... |
