Man pages for zlfccnu/econophysics
Functions for econophysics

aceadaptive cluster expansion for potts model inference
averageDegreeFunction used to calculate the averge degree of a graph
average_product_correctionaverage product correction for normal matrix
averageTrappingTimeFunction used to calculate the averge trapping time for a...
basicGraphTopologyFunction used to calculate the basic network topology
cascadingFailureThis program is trying to modeling the cascading failure
caviar_ADAPTIVEadaptive model for CoViaR
caviar_ASAsyomptic slope model for CoViaR
caviar_GARCHGARCH model for CoViaR
caviarOptimFunction used to calculate the CAViaR
caviar_SAVSAV model for CoViaR
citation2netconvert the citation information to co-occurrence network
communityCentralitycommunity centrality of network
contactMapcalculate the contact map from the interaction strength...
corMat2PMFGPlanar Graph Edgelist
createProjectFunction used to create a simple project subdirectories
delete.edges_verticesDelete edges end with specific nodes
detachAllPackagesFunction used to detach all the packages except basics pkgs
df2listconvert a data.frame to list
diagModifychange the diag function in order to complain with pipe...
diffusionEntropyuse the difussion entropy method to calculate the Hurst...
directSingularityDirect determine the sigularity spectrum of fractal set
discrete_by_sddiscretize the return of stock by standard deviation
discrete_by_volatilitydiscretize the volatility of stock by standard deviation
eff.frontierFunction used to find the efficient frontier by using the...
eff.frontier_ipopget the efficient frontier, no matter the covariance matrix...
eigenBoundRMTcalculate the eigenvalue distribution for a random purely...
eigenDistRMTcalculate the eigenvalue distribution for a random purely...
eigenRevFunction used to reverse the order of the eigen vectors
elementWiseAddelement wise add function for matrix
errbarXYFunction used to add the horizonal errbar and vertical errbar
expectedShortfalluse the box constriant to calculate the expected shortfall of...
extract_graphExtract a sub-graph according to the ratio of total edge...
F2_DFAFunction used to calculate the square DFA fluctuation
factorialMomentFunction to calculate the factor moments
F_ARq_DCCAARMA based MFDCCA analysis
F_DCCAFunction used to calculate the DCCA fluctuation
F_DCCA_seqparallel compute the dfa fluctuations for different scale
F_DFAFunction used to calculate the DFA fluctuation
filteredCorMatFunction used to filter the covariance matrix of a series of...
filteredCovMatFunction used to filter the covariance matrix of a series of...
find_cyclesFunction used to find the local minimum and local maximum
findGiantComponentFind the giant component
findSmallComponentsVidFind the vertices' ids outside the giant component
Fq_DCCAFunction used to calculate the DCCA power of fluctuation
funcEditDistanceFunction to calculate a simple edit distance or jaccard index
funcEntropyofNetworkFunction used to calculate the entropy of a graph
funcGraphEnergyFunction to calculate the energy of a graph which is the sum...
funcHeteroIndexFunction to eavaluate the heterogeneity of a graph
funcLaplacianEnergyFunction to calculate the laplacian energy of a graph,...
funcPlanarTestTest a graph is planar or not
hardThresholdNetworkConstruct the hard threshold network form correlation matrix
histDensityget hist density
h_nMFnaive mean field external field reconstruction for ising...
h_TAPTAP approximation external field reconstruction for ising...
hurstExponentFunction used to calculate the generalized hurst exponent
hurstExponentMultiscaleFunction to cnstrcut the multiscale hurst exponent
hurstExponent_xyFunction used to calculate the generalized hurst exponent
hybirdMeasureFunction calculate hybird measure for centrality of graph
initializeParsFunction used to initialize some system parameters
input_aceconvert from configuration to state probability and joint...
inverseParticipateRatioFunction used to calculate the inverse participate ratio
isometricTransFunction to get the edgelist form a time series
J_nMFnaive mean field copuling strength reconstruction for ising...
JS_DistanceFunction used to calculate the Jensen-Shannon between two...
JS_MatrixDistanceFunction used to calculate the Jensen-Shannon between two...
JS_ProbDistanceFunction used to calculate the Jensen-Shannon between two...
JS_SeriesDistanceFunction used to calculate the Jeanson shannon distance for...
J_TAPTAP approximation of copuling strength reconstruction for...
kuramotosimulate the kuramoto model
layout_communityFunction used to put each community as the same layout
legendreTransformUse the legendre transformation to calculate the lengendre...
localMinMaxFunction to find the local minimum and maximum of a time...
modularityMatrixmodularity matrix for netowrk
network2mapplot network on world map
nodeTrappingTimeFunction used to calculate the averge trapping time for a...
optimalESuse the DEoptim algorithm to calculate the optimal ES by...
plot.dccaplot the fluctuation function for DCCA
plot.dfaplot the fluctuation function for DFA
powerMappingpower mapping the correlation matrix
probaMeasureCalculate the probability measure of a fractal set
randomAttackSingleNetworkRandom attack for single network
randomShuffleFunction used to random shuffle some time series
rankBasedThresholdNetworkStatiscsFunction used to construct the rank based threashold network
rho_DCCAFunction used to calculate the DCCA coefficient
rho_DPCCAFunction used to calculate the DPCCA partial coefficient
RKrunge kutta method for kuramoto model
rollapply.data.framerollapply to a data frame
RV_MatFunction to calculate the modified RV coefficient, i.e, the...
safeSavesafe save for objects
selectPortfolioInsideCommunitySelect sotcks based the community detection info,inside...
selectPortfolioInterCommunitySelect sotcks based the community detection info
showMemoryUseFunction used to show the memory useage in a readable format
triplePredictCompute the triplets to evaluate the complexity of the...
triplePredictSpectrumCompute the triplets to evaluate the complexity of the...
unweightVisibilityGraphFunction to get the edgelist form a time series
zlfccnu/econophysics documentation built on June 1, 2019, 6:03 p.m.