collapseBounds.spillover_table

Taking in spillover_table, if the spillover_table is frequency based, it 
allows you to collapse several frequency bands into one.

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.

Tomas Krehlik

frequencyConnectedness

Spectral Decomposition of Connectedness Measures

collapseBounds.spillover_table function

<dl><dt>spillover_table</dt>
<dd>a spillover_table object, ideally from the provided estimation 
functions</dd>
<dt>which</dt>
<dd>which frequency bands to collapse. Should be a sequence like 1:2
or 1:5, etc.</dd></dl>

Arguments

Tomas Krehlik &lt;tomas.krehlik@gmail.com&gt;

Author

Function to collapse bounds — collapseBounds.spillover_table

<dl>

<dt>spillover_table</dt>
<dd>a spillover_table object, ideally from the provided estimation 
functions</dd>


<dt>which</dt>
<dd>which frequency bands to collapse. Should be a sequence like 1:2
or 1:5, etc.</dd>

</dl>

collapseBounds.spillover_table: Function to collapse bounds

Description

Usage

Value

Arguments

Author