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.
frequencyConnectedness, quantreg, MASS, progress, glmnet, xts,
zoo, rugarch, WeightedPortTest, urca, moments

frequencyConnectedness, rmgarch, rugarch, igraph, utils,
quantreg, MASS, progress, glmnet, xts, zoo, urca, moments,
riskParityPortfolio, methods

Compute the Median Ranking(s) According to the Kemeny's
Axiomatic Approach
Antonio D'Ambrosio <antdambr@unina.it>, Sonia Amodio <sonia.amodio@unina.it>
Compute the median ranking according the Kemeny's axiomatic approach. Rankings can or cannot contain ties, rankings can be both complete or incomplete.

Antonio D'Ambrosio <antdambr@unina.it>, Sonia Amodio
<sonia.amodio@unina.it>, Giulio Mazzeo <giuliomazzeo@gmail.com>
Compute the median ranking according to the Kemeny's axiomatic approach.
Rankings can or cannot contain ties, rankings can be both complete or incomplete.
The package contains both branch-and-bound algorithms and heuristic solutions recently proposed.
The package also provide some useful utilities for deal with preference rankings.
Essential references:
Emond, E.J., and Mason, D.W. (2002) <doi:10.1002/mcda.313>;
D'Ambrosio, A., Amodio, S., and Iorio, C. (2015) <doi:10.1285/i20705948v8n2p198>;
Amodio, S., D'Ambrosio, A., and Siciliano R. (2016) <doi:10.1016/j.ejor.2015.08.048>;
D'Ambrosio, A., Mazzeo, G., Iorio, C., and Siciliano, R. (2017) <doi:10.1016/j.cor.2017.01.017>.