Included so far:
A script that I use to convert a varest
object generated by vars::VAR
to edge lists (between and within time) that can be plotted using qgraph
.
Analyzes the complexity of a time series by calculating fluctuation and dispersion parameters in moving time windows. Results in a time series of complexity values that can be used to detect critical instabilities.
Miscellaneous simple functions that I use every now and then.