getIndeces

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 (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

getIndeces function

<dl><dt>n.ahead</dt>
<dd>the length of the vector coming out of the DFT</dd>
<dt>up</dt>
<dd>the upper boundary of the interval</dd>
<dt>down</dt>
<dd>the lower boundary of the interval</dd></dl>

Arguments

Tomas Krehlik <a href="/link/tomas.krehlik%40sorgmail.com?package=frequencyConnectedness&version=0.2.4" data-mini-rdoc="frequencyConnectedness::tomas.krehlik@sorgmail.com">tomas.krehlik@sorgmail.com</a>

Author

Get the indeces for the individual intervals — getIndeces

<dl>

<dt>n.ahead</dt>
<dd>the length of the vector coming out of the DFT</dd>


<dt>up</dt>
<dd>the upper boundary of the interval</dd>


<dt>down</dt>
<dd>the lower boundary of the interval</dd>

</dl>

Tomas Krehlik <a href='mailto:tomas.krehlik@sorgmail.com'>tomas.krehlik@sorgmail.com</a>

getIndeces: Get the indeces for the individual intervals

Description

Usage

Arguments

Author