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... |

basicGraphTopology | Function used to calculate the basic network topology |

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 |

citation2net | convert the citation information to co-occurrence network |

communityCentrality | community centrality of network |

contactMap | calculate the contact map from the interaction strength... |

corMat2PMFG | Planar Graph Edgelist |

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 |

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 |

elementWiseAdd | element wise add function for matrix |

errbarXY | Function used to add the horizonal errbar and vertical errbar |

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 |

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 put each 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 |

network2map | plot network on world map |

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 |

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 |

rankBasedThresholdNetworkStatiscs | Function used to construct the rank based threashold network |

rho_DCCA | Function used to calculate the DCCA coefficient |

rho_DPCCA | Function used to calculate the DPCCA partial coefficient |

RK | runge kutta method for kuramoto model |

rollapply.data.frame | rollapply to a data frame |

RV_Mat | Function to calculate the modified RV coefficient, i.e, the... |

safeSave | safe save for objects |

selectPortfolioInsideCommunity | Select sotcks based the community detection info,inside... |

selectPortfolioInterCommunity | Select sotcks based the community detection info |

showMemoryUse | Function used to show the memory useage in a readable format |

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 |

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