Package index • didTEnets

Package Overview

Package-level documentation

didTEnets-package didTEnets: didTEnets: Transfer Entropy-Informed Difference-in-Differences for Network Analysis

Data Acquisition

Functions for downloading and preparing financial and policy data

download_financial_data(): Download Financial Data for TE-DiD Analysis

create_policy_data(): Create Enhanced Policy Data

Transfer Entropy Analysis

Core transfer entropy calculation and analysis functions

calculate_enhanced_transfer_entropy(): Calculate Enhanced Transfer Entropy

calculate_te_matrices_by_period(): Calculate Transfer Entropy Matrices by Period

Network Analysis

Network weight calculation and network statistics

calculate_network_weights(): Calculate Network Weights

calculate_network_statistics(): Calculate Network Statistics

Policy Impact Measures

Calculate NICI and NIPI for TE-DiD analysis

calculate_nici(): Calculate Network-Informed Contagion Index (NICI)

calculate_nipi(): Calculate Network-Informed Policy Intensity (NIPI)

Econometric Models

TE-DiD model estimation and data preparation

estimate_tedid_model(): Estimate TE-DiD Model

prepare_tedid_dataset(): Prepare TE-DiD Dataset

extract_tedid_results(): Extract TE-DiD Results

Visualization

Create comprehensive plots and network visualizations

visualize_tedid_results(): Visualize TE-DiD Results

create_te_heatmaps(): Create Transfer Entropy Heatmaps

create_network_comparison(): Create Network Comparison Visualizations

Complete Analysis

Wrapper functions for end-to-end analysis

run_complete_tedid_analysis(): Run Complete TE-DiD Analysis

Sample Data

Example datasets for testing and demonstration

sample_financial_returns: Sample Financial Returns Data

sample_policy_data: Sample Policy Data

sample_tedid_results: Sample TE-DiD Analysis Results