getIndeces

the length of the vector coming out of the DFT

n.ahead

the upper boundary of the interval

the lower boundary of the interval

down

This function returns the indeces of the vector coming from DFT of time series
of length n.ahead that correspond to frequencies in the interval (up, down].

Accompanies a paper (Barunik, Krehlik (2017) <doi:10.2139/ssrn.2627599>) 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.

getIndeces: Get the indeces for the individual intervals

Description

Usage

Arguments