R Observatory: Metrics for ConnectednessApproach version 1.0.4

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

ConnectednessApproach

1.0.4

Connectedness Approach

0packages depend

166.7Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by David GabauerFirst published 2022-03-224 releasesCRAN page ↗

The estimation of static and dynamic connectedness measures is created in a modular and user-friendly way. Besides, the time domain connectedness approaches, this package further allows to estimate the frequency connectedness approach, the joint spillover index and the extended joint connectedness approach. In addition, all connectedness frameworks can be based upon orthogonalized and generalized VAR, QVAR, LASSO VAR, Ridge VAR, Elastic Net VAR and TVP-VAR models. Furthermore, the package includes the conditional, decomposed and partial connectedness measures as well as the pairwise connectedness index, influence index and corrected total connectedness index. Finally, a battery of datasets are available allowing to replicate a variety of connectedness papers.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)

install.packages("ConnectednessApproach", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-connectednessapproach

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-ConnectednessApproach

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

Health

CRAN checks

13OK

Slowest check: 4.2 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

18

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 122 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 15%
Documented parameters: 94%
Return-value docs: 100%
References docs: 53%

Downloads

166.7K

CRAN downloads in the past year

Rank #3,242 · ~457/day · ~13.9K/mo

Releases R versions

Daily download trend is not available in this view yet.

79130 days

3.5K90 days

166.7K1 year

Compare downloads with other packages →

Also on171 r2u

Dependencies

Declared dependencies

17 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.3

Imports (18)

frequencyConnectedness rmgarch rugarch igraphutilsquantregMASSprogress glmnet xts zoo urca moments riskParityPortfoliomethodsPerformanceAnalytics car L1pack

LinkingTo (0)

none

Suggests (2)

rmarkdown knitr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

David Gabauer

Author, Maintainer

Authors (1)

David Gabauer

Author, Maintainer

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
1.0.4Latest
2025-03-01 · current release · diff ↗
unarchivedReturned to CRAN
2025-03-01
archivedRemoved from CRAN
2024-12-05
issues were not corrected in time
1.0.3
2024-06-16 · diff ↗
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
1.0.1
2022-08-31 · diff ↗
unarchivedReturned to CRAN
2022-08-31
archivedRemoved from CRAN
2022-05-24
requires archived package 'WeightedPortTest'
R
R 4.2.0 released · 2022-04-22
1.0.0
2022-03-22
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2022-03-22
Total releases: 4 / 4 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.3
Bundled data: 2.4 MB / 18 files
Download size: 2.5 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ConnectednessApproach")

Format

Gabauer, D. (2025). ConnectednessApproach: Connectedness Approach (Version 1.0.4) [Computer software]. https://doi.org/10.32614/CRAN.package.ConnectednessApproach

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

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

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ConnectednessApproach version 1.0.4 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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