R Observatory
Search
install.packages("frequencyConnectedness")
CRAN 30-day downloads, method
984+11.7% up on the 30 days before, the better direction
Test coverage, method
41%of lines run by tests

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.

Maintainer
Tomas Krehlik
Licence
GPL-2
Latest release
24 Feb 2023
First release
2 May 2017

Compare with another package

More details
Releases
7
Needs compilation
No
Date
2023-02-23
RoxygenNote
7.2.3
Subjects (1) Method, Subjects
Cite

Package

Run in R for the authors' preferred citation:

citation("frequencyConnectedness")
APA
Krehlik, T. (2023). frequencyConnectedness: Spectral Decomposition of Connectedness Measures (Version 0.2.4) [Computer software]. https://doi.org/10.32614/CRAN.package.frequencyConnectedness
About

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA
Balamuta, J. J. (2026). R Observatory: Metrics for frequencyConnectedness version 0.2.4 [Data set]. HJJB, LLC. Data release v2026-10-27. https://doi.org/10.5281/zenodo.21843040
About

From data release v2026-10-27, which the citation names so these numbers can be found later.

All 13 check platforms pass.

  • r-devel-linux-x86_64-debian-clang

    The unreleased R on Linux, x86_64, debian-clang

    OK

    Version checked
    0.2.4
    Time taken
    73 s
  • r-devel-linux-x86_64-debian-gcc

    The unreleased R on Linux, x86_64, debian-gcc

    OK

    Version checked
    0.2.4
    Time taken
    56 s
  • r-devel-linux-x86_64-fedora-clang

    The unreleased R on Linux, x86_64, fedora-clang

    OK

    Version checked
    0.2.4
    Time taken
    49 s
  • r-devel-linux-x86_64-fedora-gcc

    The unreleased R on Linux, x86_64, fedora-gcc

    OK

    Version checked
    0.2.4
    Time taken
    50 s
  • r-devel-windows-x86_64

    The unreleased R on Windows, x86_64

    OK

    Version checked
    0.2.4
    Time taken
    113 s
  • r-oldrel-macos-arm64

    The previous release of R on macOS, arm64

    OK

    Version checked
    0.2.4
  • r-oldrel-macos-x86_64

    The previous release of R on macOS, x86_64

    OK

    Version checked
    0.2.4
    Time taken
    63 s
  • r-oldrel-windows-x86_64

    The previous release of R on Windows, x86_64

    OK

    Version checked
    0.2.4
    Time taken
    126 s
  • r-patched-linux-x86_64

    The patched release of R on Linux, x86_64

    OK

    Version checked
    0.2.4
    Time taken
    72 s
  • r-release-linux-x86_64

    The current release of R on Linux, x86_64

    OK

    Version checked
    0.2.4
    Time taken
    70 s
  • r-release-macos-arm64

    The current release of R on macOS, arm64

    OK

    Version checked
    0.2.4
    Time taken
    24 s
  • r-release-macos-x86_64

    The current release of R on macOS, x86_64

    OK

    Version checked
    0.2.4
    Time taken
    74 s
  • r-release-windows-x86_64

    The current release of R on Windows, x86_64

    OK

    Version checked
    0.2.4
    Time taken
    103 s
  • 13 OK

Over time

No change since 5 Aug 2026

As a list (3)
ChangedWorst statusOKNotesWarningsErrors
5 Aug 2026OK13000
1 Aug 2026Note12100
10 Mar 2026OK14000

Since March 2026

Check results on CRAN

Total downloads in the last 30 days
994+9.8% up on the 30 days before, the better directionIt is the sum of 3 channels: CRAN, r2u and autoCRAN.

CRAN rank

3,688 of 26,529

CRAN

984 downloads in the last 30 days

Rank
3,688 of 26,529
Change
+11.7% up on the 30 days before, the better direction

It is in the total. Take it out

r2u

1 downloads in the last 30 days

Rank
19,986 of 30,526
Change
−83.3% down on the 30 days before, the worse direction

It is in the total. Take it out

autoCRAN

9 downloads in the last 30 days

Rank
4,708 of 29,212
Change
−50% down on the 30 days before, the worse direction

It is in the total. Take it out

Over time

Compare downloads

Needs
5
Dependent packages
1
Suggested by
0
Needs (5)
Installing it adds
12 packages, 4.6 MB of source
Of those, need compilation
6
Optional extras (8)
Dependent packages (1)
PackageTitleDownloads in 30 days
ConnectednessApproachConnectedness Approach1,197
Functions
52
Public exports
25
Lines of R code
1,445
Median complexity
2
Functions (52)
Size and composition

Lines by kind (9,082)

KindLinesShare
R code1,44516%
Tests6,22068%
Documentation1,41716%

Lines by language

LanguageLinesShare
Other6,00566%
R1,66018%
Rd1,41716%

Languages are counted from file extensions.

Files
69
R functions
52
Object systems
S3: 20 methods, S4: 1 methods
Complexity
Median
2
Mean
2.23
Highest
5
Median lines per function
10.5
About complexity

Cyclomatic complexity counts the independent paths through a function: 1 is a straight line, higher is harder to test. R functions only.

Call graph figures
R functions
52
Calls
41
Unconnected
9
Groups
6
Growth (7 releases)
Total lines by release
8,305 on 2 May 20179,082 on 24 Feb 2023
Release changes

The tests ran and coverage was measured.

Lines run by tests
41.2%
Expressions run by tests
33.7%
Test cases
15
Exports named in tests
52%
Coverage by file (7)
Coverage run
Lines counted
425
Lines the tests ran
175
Tests passed
Yes
Measured with
covr 3.6.5 on R 4.6.1
Test suite
Has tests
Yes
Test frameworks
testthat
Test cases
15
Lines of tests
6,220
Test lines per line of code
4.3
Exports documented
100%
Arguments documented
100%
Return value documented
84%
Help pages with examples
0%
Other documentation
README
No
Release notes file
Yes
Help pages
51
Lines of documentation
1,417
DatasetSizeColumns
exampleSimThe simulated time-series6,000 × 3V1, V2, V3
volatilitiesVolatilities from Ox Man Institute1,960 × 21

tomaskrehlik / frequencyconnectedness on github.com

Stars
109no change on 30 days ago
Forks
35
Open issues
6
Last commit
24 Feb 2023
Activity
Commits
65
Open pull requests
0
Tagged releases
6
Latest tagged release
0.2.3, 10 Nov 2020
Issues closed in
16 days (median)
Pull requests closed in
8 days (median)
Pull requests merged
50%
Created
10 May 2015
Licence file reads as
–
Development practices (4)
KindFound
Continuous integrationGitHub Actions, R CMD check workflow, Travis CI (config file)
The R CMD check workflow runs on Linux
Docs sourceREADME.Rmd

Method, repository practices

Across tomaskrehlik

R releases
  • On CRAN
  • Release
VersionReleasedR
0.2.4 current24 Feb 20234.2.2
0.2.310 Nov 20204.0.3
0.2.216 Feb 20203.6.2
0.2.124 Sep 20183.5.0
0.2.03 Jan 20183.4.3
0.1.69 Jun 20173.4.0
0.1.52 May 20173.4.0
Release notes (0.2.4)

Changes:

  • Added plotting method for rolling spillovers that plots a specific element within the list of tables.
  • Small cleanup.