corMat2PMFG: Planar Graph from the correlation matrix of financial time...

In zlfccnu/econophysics: Functions for econophysics

Description

Planar Graph from the correlation matrix of financial time series

Usage

corMat2PMFG(
  corMat,
  outputFile = NULL,
  descending = TRUE,
  format = c("edgelist", "pajek", "ncol", "lgl", "graphml", "dimacs", "gml", "dot",
    "leda"),
  weighted = TRUE
)

Arguments

corMat	a correlation matrix
outputFile	a string as the name of output file
descending	whether arrange the correlation value in descending order or not
format	the output file format for graph object
weighted	default is TRUE for the weighted one

Value

a igraph object or edge_list file in current directory

References

A Tool for Filtering Information in Complex Systems, PNAS

zlfccnu/econophysics documentation built on Feb. 23, 2022, 10:22 p.m.