R Observatory: Metrics for frequencyConnectedness version 0.2.4

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

frequencyConnectedness

0.2.4Package record

Spectral Decomposition of Connectedness Measures

1packages depend

11.7Kdownloads / year

41.2%test coverage

13/13flavors OK

Overview

About

Maintained by Tomas KrehlikCRAN page ↗GitHub ↗Issues ↗

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.

Changes in 0.2.4

Changes:

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

From NEWS in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("tomaskrehlik/frequencyConnectedness")

Development version from tomaskrehlik/frequencyConnectedness. Installs pak first if it is not already available.

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-frequencyconnectedness

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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-frequencyConnectedness

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

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

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-frequencyConnectedness

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 2.0 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.2.4

README· In the repository, left out of the releaseVignettesNoNEWSYes · 33% structured · mentions 0.2.4Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 51
Examples that run: no examples
Exported functions with examples: 0%
Documented parameters: 100%
Return-value docs: 84%
Help pages citing references: 0%

How these are measured

Downloads

11.7K

CRAN downloads in the past year

Rank #3,779 · ~32/day · ~979/mo

Releases R versions

Daily download trend is not available in this view yet.

1K30 days

2.5K90 days

11.7K1 year

Compare downloads with other packages →

Also on70 r2u11 autocran

How downloads are counted

Repository

tomaskrehlik/frequencyconnectedness ↗Account: tomaskrehlik

109Stars

35Forks

6Open issues

0Open PRs

6Releases

65Commits

2Commit identities

65 commits · Last activity 2023-02-24 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 50%
Median days to close, 50 most recently updated closed issues: 16
Median days to close, 50 most recently updated closed PRs: 8

Stars over time

2026-07-14 · 1102026-08-10 · 109

How these are measured

PracticesBeta

4 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/tomaskrehlik/frequencyconnectedness on 2026-10-18.

Continuous integration (3)

GitHub ActionsR CMD check workflowTravis CI (config file)

The R CMD check workflow runs on Linux

Docs source (1)

README.Rmd

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Installing frequencyConnectedness adds 12 packages (6 with compiled code, 4.6 MB of source tarballs). Heaviest: sandwich 1.4 MB, strucchange 751 KB, zoo 675 KB.

Depends (4)

vars urca knitr pbapply

Imports (1)

methods

LinkingTo (0)

none

Suggests (8)

testthat stringr mAr reshape2 ggplot2parallelzoo BigVAR

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

Imports 1

Depends, Imports or LinkingTo, most downloaded first

ConnectednessApproach

How these are counted

Code & Tests

Datasets

People & History

People (1)

Tomas Krehlik

Author, Maintainer since 0.1.5 (2017)

Releases (7)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.2.4Latest
record
2023-02-24 · current release · diff ↗ ·
added 1 export
plotSpecific
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.2.3
record
2020-11-10 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.2.2
record
2020-02-16 · diff ↗
R
R 3.6.0 released · 2019-04-26
0.2.1
record
2018-09-24 · diff ↗
R
R 3.5.0 released · 2018-04-23
0.2.0
record
2018-01-03 · diff ↗ ·
removed 15 exports
collapseAll, createSpilloverTable, fromSpillovers, get_absolute_from, get_absolute_net, get_absolute_pairwise, get_absolute_to, get_within_from, get_within_net, get_within_pairwise, get_within_to, makeStructure, plotSpills, plotSpillsAll, toSpillovers

added 10 exports
from, net, overall, pairwise, plotFrom, plotNet, plotOverall, plotPairwise, plotTo, to
0.1.6
record
2017-06-09 · diff ↗
0.1.5
record
2017-05-02

Show 1 earlier eventHide 1 earlier event

R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2017-05-02
Total releases: 7 / 9 yrs
License: GPL-2 OSI
Bundled data: 214 KB / 2 files
Download size: 295 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("frequencyConnectedness")

Format

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

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

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 frequencyConnectedness version 0.2.4 [Data set]. HJJB, LLC. Data release v2026-10-20. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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