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Releases: tomaskrehlik/frequencyConnectedness

Checking for NAs in rolling spillover estimation

10 Nov 21:53
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Some users were complaining about cryptic errors that would typically
boil down to having NAs in the data in rolling estimation.

This commit amends the rolling spillovers to check for the NAs and
fail if it finds any.

See the relevant commit

Fixed documentation errors from CRAN

04 Feb 22:00
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0.2.2

Fixed documentation errors

Version 0.2.1

24 Sep 21:17
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Small fixes, mainly references updated to point to the published methodology.

Version 0.2.0

03 Jan 20:46
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Complete rewrite of the package, new and better functionality, see the readme.

Bug release

09 Jun 14:10
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Bug release Pre-release
Pre-release

The BK did not sum to the original DY measure due to a typo. It has been fixed and now there is a test case checking for summation.

Version released with working paper.

07 Jul 14:26
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This release was used to compute the results in the WP Barunik, Krehlik (2015). Future releases should contain potential minor fixes of potential bugs.