Package index • WaveQTE

Data Preparation

Functions for importing and processing financial data

get_stock_data(): Get Stock Market Data

process_returns(): Process Returns Data

calculate_summary_stats(): Calculate Summary Statistics

check_data_quality(): Check Data Quality

check_dependencies(): Check Package Dependencies

Wavelet Analysis

Wavelet decomposition and analysis functions

wavelet_decompose(): Perform Wavelet Decomposition

safe_wavelet_decompose(): Safe Wavelet Decomposition

analyze_wavelet_variance(): Analyze Wavelet Variance

print_wavelet_summary(): Print Wavelet Decomposition Summary

Quantile Transfer Entropy

Core QTE calculation and analysis

calculate_qte(): Calculate Quantile Transfer Entropy

calculate_multiscale_qte(): Calculate Multiscale QTE

calculate_rolling_qte(): Rolling Window QTE Analysis

bootstrap_qte(): Bootstrap QTE Confidence Intervals

test_qte_significance(): Test QTE Significance

Network Analysis

Network construction and metrics

create_qte_network(): Create QTE Network

create_multiscale_networks(): Create Multiscale Networks

calculate_network_metrics(): Calculate Network Metrics

Financial Contagion

Crisis and contagion analysis tools

calculate_contagion_index(): Calculate Contagion Index

calculate_dynamic_contagion(): Calculate Dynamic Contagion Index

calculate_cross_market_correlation(): Calculate Cross-Market Correlation

identify_crisis_periods(): Identify Crisis Periods

crisis_analysis(): Analyze Crisis vs Non-Crisis Periods

Visualization

Plotting and visualization functions

plot_enhanced_network(): Plot Enhanced Network

plot_qte_heatmap(): Plot QTE Heatmap

plot_rolling_qte(): Plot Rolling QTE

plot_market_strength(): Plot Market Strength

plot_spillover_heatmap(): Plot Spillover Heatmap

Utilities

Helper and utility functions

save_results(): Save Analysis Results

load_results(): Load Analysis Results

save_plot(): Save Plot to File

print_summary_stats(): Print Summary Statistics

Data

Built-in datasets

market_indices: Historical Global Market Indices Closing Prices

Package Topics

Package-level documentation

data_preparation: Data Preparation Functions

wavelet_decomposition: Wavelet Decomposition Functions

quantile_transfer_entropy: Quantile Transfer Entropy Functions

network_analysis: Network Analysis Functions

contagion_analysis: Financial Contagion Analysis Functions

visualization: Network Visualization Functions

utils: Utility Functions