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Computes various types of network weights for use in network-informed analysis. Supports correlation-based, geographic, economic similarity, and composite weights.

Usage

calculate_network_weights(
  returns_data,
  weight_types = c("correlation", "geographic", "economic", "composite"),
  geographic_groups = NULL
)

Arguments

returns_data

xts object or matrix with financial returns

weight_types

Character vector specifying which weights to calculate Options: "correlation", "geographic", "economic", "composite"

geographic_groups

Optional named list defining geographic regions

Value

Named list containing different weight matrices

Examples

if (FALSE) { # \dontrun{
# Calculate all weight types
weights <- calculate_network_weights(returns_data)

# Calculate only correlation weights
cor_weights <- calculate_network_weights(returns_data, "correlation")
} # }