r-frequencyconnectedness 0.2.4
Channel: guix-cran
Licenses: GPL 2
Synopsis: Spectral Decomposition of Connectedness Measures
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.
Total results: 1