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  "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)\n<doi:10.1093/jjfinec/nby001>) dedicated to spectral\ndecomposition of connectedness measures and their\ninterpretation. We implement all the developed estimators as\nwell as the historical counterparts. For more information, see\nthe help or GitHub page\n(<https://github.com/tomaskrehlik/frequencyConnectedness>) for\nrelevant information.",
  "License": "GPL-2",
  "RoxygenNote": "7.2.3",
  "BugReports": "https://github.com/tomaskrehlik/frequencyConnectedness/issues",
  "URL": "https://github.com/tomaskrehlik/frequencyConnectedness",
  "Repository": "https://tomaskrehlik.r-universe.dev",
  "Date/Publication": "2023-02-24 21:24:59 UTC",
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  "Packaged": {
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    "User": "root"
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  "Author": "Tomas Krehlik [aut, cre]",
  "Maintainer": "Tomas Krehlik <tomas.krehlik@gmail.com>",
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    "net",
    "overall",
    "pairwise",
    "plotFrom",
    "plotNet",
    "plotOverall",
    "plotPairwise",
    "plotSpecific",
    "plotTo",
    "spilloverBK09",
    "spilloverBK12",
    "spilloverDY09",
    "spilloverDY12",
    "spilloverRollingBK09",
    "spilloverRollingBK12",
    "spilloverRollingDY09",
    "spilloverRollingDY12",
    "to"
  ],
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      "name": "exampleSim",
      "title": "The simulated time-series",
      "object": "exampleSim",
      "file": "exampleSim.rda",
      "class": [
        "data.frame"
      ],
      "fields": [
        "V1",
        "V2",
        "V3"
      ],
      "rows": 6000,
      "table": true,
      "tojson": true
    },
    {
      "name": "volatilities",
      "title": "Volatilities from Ox Man Institute",
      "object": "volatilities",
      "file": "volatilities.rda",
      "class": [
        "zoo"
      ],
      "fields": [
        "S.P.500",
        "FTSE.100",
        "Nikkei.225",
        "DAX",
        "Russel.2000",
        "All.Ordinaries",
        "DJIA",
        "Nasdaq.100",
        "CAC.40",
        "Hang.Seng",
        "KOSPI.Composite.Index",
        "AEX.Index",
        "Swiss.Market.Index",
        "IBEX.35",
        "S.P.CNX.Nifty",
        "IPC.Mexico",
        "Bovespa.Index",
        "S.P.TSX.Composite.Index",
        "Euro.STOXX.50",
        "FT.Straits.Times.Index",
        "FTSE.MIB"
      ],
      "rows": 1960,
      "table": true,
      "tojson": false
    }
  ],
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    {
      "page": "collapseBounds",
      "title": "Method for for collapsing bound for frequency spillovers",
      "topics": [
        "collapseBounds"
      ]
    },
    {
      "page": "collapseBounds.list_of_spills",
      "title": "Function to collapse bounds",
      "topics": [
        "collapseBounds.list_of_spills"
      ]
    },
    {
      "page": "collapseBounds.spillover_table",
      "title": "Function to collapse bounds",
      "topics": [
        "collapseBounds.spillover_table"
      ]
    },
    {
      "page": "exampleSim",
      "title": "The simulated time-series",
      "topics": [
        "exampleSim"
      ]
    },
    {
      "page": "fevd",
      "title": "Compute a forecast error vector decomposition in recursive identification scheme",
      "topics": [
        "fevd"
      ]
    },
    {
      "page": "fftFEVD",
      "title": "Compute a FFT transform of forecast error vector decomposition in recursive identification scheme",
      "topics": [
        "fftFEVD"
      ]
    },
    {
      "page": "fftGenFEVD",
      "title": "Compute a FFT transform of forecast error vector decomposition in generalised VAR scheme.",
      "topics": [
        "fftGenFEVD"
      ]
    },
    {
      "page": "from",
      "title": "Method for computing FROM spillovers",
      "topics": [
        "from"
      ]
    },
    {
      "page": "from.list_of_spills",
      "title": "Function to compute from spillovers",
      "topics": [
        "from.list_of_spills"
      ]
    },
    {
      "page": "from.spillover_table",
      "title": "Function to compute from spillovers",
      "topics": [
        "from.spillover_table"
      ]
    },
    {
      "page": "genFEVD",
      "title": "Compute a forecast error vector decomposition in generalised VAR scheme.",
      "topics": [
        "genFEVD"
      ]
    },
    {
      "page": "getIndeces",
      "title": "Get the indeces for the individual intervals",
      "topics": [
        "getIndeces"
      ]
    },
    {
      "page": "getPartition",
      "title": "Get a list of indeces corresponding to parts of frequency partition",
      "topics": [
        "getPartition"
      ]
    },
    {
      "page": "net",
      "title": "Method for computing NET spillovers",
      "topics": [
        "net"
      ]
    },
    {
      "page": "net.list_of_spills",
      "title": "Function to compute net spillovers",
      "topics": [
        "net.list_of_spills"
      ]
    },
    {
      "page": "net.spillover_table",
      "title": "Function to compute net spillovers",
      "topics": [
        "net.spillover_table"
      ]
    },
    {
      "page": "overall",
      "title": "Method for computing overall spillovers",
      "topics": [
        "overall"
      ]
    },
    {
      "page": "overall.list_of_spills",
      "title": "Function to compute overall spillovers",
      "topics": [
        "overall.list_of_spills"
      ]
    },
    {
      "page": "overall.spillover_table",
      "title": "Function to compute overall spillovers",
      "topics": [
        "overall.spillover_table"
      ]
    },
    {
      "page": "pairwise",
      "title": "Method for computing PAIRWISE spillovers",
      "topics": [
        "pairwise"
      ]
    },
    {
      "page": "pairwise.list_of_spills",
      "title": "Function to compute pairwise spillovers",
      "topics": [
        "pairwise.list_of_spills"
      ]
    },
    {
      "page": "pairwise.spillover_table",
      "title": "Function to compute pairwise spillovers",
      "topics": [
        "pairwise.spillover_table"
      ]
    },
    {
      "page": "plotFrom",
      "title": "Method for ploting FROM spillovers",
      "topics": [
        "plotFrom"
      ]
    },
    {
      "page": "plotFrom.list_of_spills",
      "title": "Function to plot from spillovers",
      "topics": [
        "plotFrom.list_of_spills"
      ]
    },
    {
      "page": "plotNet",
      "title": "Method for ploting NET spillovers",
      "topics": [
        "plotNet"
      ]
    },
    {
      "page": "plotNet.list_of_spills",
      "title": "Function to plot net spillovers",
      "topics": [
        "plotNet.list_of_spills"
      ]
    },
    {
      "page": "plotOverall",
      "title": "Method for ploting overall spillovers",
      "topics": [
        "plotOverall"
      ]
    },
    {
      "page": "plotOverall.list_of_spills",
      "title": "Function to plot overall spillovers",
      "topics": [
        "plotOverall.list_of_spills"
      ]
    },
    {
      "page": "plotPairwise",
      "title": "Method for ploting PAIRWISE spillovers",
      "topics": [
        "plotPairwise"
      ]
    },
    {
      "page": "plotPairwise.list_of_spills",
      "title": "Function to plot pairwise spillovers",
      "topics": [
        "plotPairwise.list_of_spills"
      ]
    },
    {
      "page": "plotSpecific",
      "title": "Method for ploting specific pair spillover",
      "topics": [
        "plotSpecific"
      ]
    },
    {
      "page": "plotSpecific.list_of_spills",
      "title": "Function to plot specific spilover from i to j",
      "topics": [
        "plotSpecific.list_of_spills"
      ]
    },
    {
      "page": "plotTo",
      "title": "Method for ploting TO spillovers",
      "topics": [
        "plotTo"
      ]
    },
    {
      "page": "plotTo.list_of_spills",
      "title": "Function to plot to spillovers",
      "topics": [
        "plotTo.list_of_spills"
      ]
    },
    {
      "page": "print.list_of_spills",
      "title": "Function to not print the list_of_spills object",
      "topics": [
        "print.list_of_spills"
      ]
    },
    {
      "page": "print.spillover_table",
      "title": "Function to print the spillover table object",
      "topics": [
        "print.spillover_table"
      ]
    },
    {
      "page": "spillover",
      "title": "Computing spillover from a fevd",
      "topics": [
        "spillover"
      ]
    },
    {
      "page": "spilloverBK09",
      "title": "Computing the decomposed spillover from a fevd as defined by Barunik, Krehlik (2018)",
      "topics": [
        "spilloverBK09"
      ]
    },
    {
      "page": "spilloverBK12",
      "title": "Computing the decomposed spillover from a generalized fevd as defined by Barunik, Krehlik (2018)",
      "topics": [
        "spilloverBK12"
      ]
    },
    {
      "page": "spilloverDY09",
      "title": "Computing spillover from a fevd according to Diebold Yilmaz (2009)",
      "topics": [
        "spilloverDY09"
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    },
    {
      "page": "spilloverDY12",
      "title": "Computing spillover from a generalized fevd according to Diebold Yilmaz (2012)",
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    },
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      "title": "Computing the decomposed spillover from a fevd",
      "topics": [
        "spilloverFft"
      ]
    },
    {
      "page": "spilloverRolling",
      "title": "Computing rolling spillover",
      "topics": [
        "spilloverRolling"
      ]
    },
    {
      "page": "spilloverRollingBK09",
      "title": "Computing rolling frequency spillover from a fevd as defined by Barunik, Krehlik (2018)",
      "topics": [
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      ]
    },
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      "topics": [
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      ]
    },
    {
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      "topics": [
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    },
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      "topics": [
        "to"
      ]
    },
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}