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depscope/cran/frequencyConnectedness

frequencyConnectedness

cranv0.2.4

Spectral Decomposition of Connectedness Measures. Accompanies a paper (Barunik, Krehlik (2018) <doi:10.1093/jjfinec/nby001>) dedicated to spectral decomposition of connectedness measures and their interpretation. We implement all the developed estimators as well as the historical counterparts. For more information, see the help or GitHub page (<htt

License GPL-2strong copyleft0 versions1 maintainers5 deps199 weekly dl
tomaskrehlik/frequencyConnectedness
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varsurcaknitrpbapplymethods
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First published · 2023-02-24 22:51:20

Last updated · 2023-02-24T20:50:02+00:00

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