Package: frequencyConnectedness
Type: Package
Title: Spectral Decomposition of Connectedness Measures
Version: 0.2.4
Date: 2023-02-23
Authors@R: person("Tomas", "Krehlik", email = "tomas.krehlik@gmail.com",   role = c("aut", "cre"))
Description: 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 (<https://github.com/tomaskrehlik/frequencyConnectedness>) for relevant information.
Depends: vars, urca, knitr, pbapply
Suggests: testthat, stringr, mAr, reshape2, ggplot2, parallel, zoo,
        BigVAR
Imports: methods
License: GPL-2
RoxygenNote: 7.2.3
BugReports: https://github.com/tomaskrehlik/frequencyConnectedness/issues
URL: https://github.com/tomaskrehlik/frequencyConnectedness
NeedsCompilation: no
Packaged: 2023-02-24 21:24:42 UTC; tomaskrehlik
Author: Tomas Krehlik [aut, cre]
Maintainer: Tomas Krehlik <tomas.krehlik@gmail.com>
Repository: CRAN
Date/Publication: 2023-02-24 21:50:02 UTC
Built: R 4.6.0; ; 2026-04-26 03:10:40 UTC; unix
