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
Repository: https://tomaskrehlik.r-universe.dev
Date/Publication: 2023-02-24 21:24:59 UTC
RemoteUrl: https://github.com/tomaskrehlik/frequencyconnectedness
RemoteRef: HEAD
RemoteSha: 51250a989b18088c1307c57ba589406add4be872
NeedsCompilation: no
Packaged: 2026-10-17 10:15:19 UTC; root
Author: Tomas Krehlik [aut, cre]
Maintainer: Tomas Krehlik <tomas.krehlik@gmail.com>