mjbommar

'''
@date Jan 17, 2010
@author: mjbommar (c) 2010

Free to use for non-commerical purposes.  Attribution appreciated :)
'''

import igraph
import Image, ImageDraw
import os, os.path

mjbommar

'''
Created on Jan 17, 2010
@author: mjbommar
'''

from GraphMovie import GraphMovie
import igraph

if __name__ == "__main__":
    '''

mjbommar

'''
Created on Jan 17, 2010
@author: mjbommar
'''

from GraphMovie import GraphMovie
import igraph, igraph.colors
import copy

if __name__ == "__main__":

mjbommar

'''
@author Michael J Bommarito II
@date Mar 2, 2010

This file can determine the average pairwise stability for
a dynamic graph.  Growing graphs, constant vertex count graphs, and 
even graphs with deleted vertices are supported.

It supports the following methods:
	* betweenness

mjbommar

/*
 * kappa.c
 * Michael J Bommarito II - [email protected]
 * http://www.etf-central.com/
 * Sept. 09, 2007
 * 
 * Calculate general Kappa function 
 * http://corporate.morningstar.com/uk/documents/MethodologyDocuments/ResearchPapers/KappaADownsideRisk_AdjustedPerformanceMeasure_PK.pdf
*/

mjbommar

/*
 * kappaCX.c - enhanced vector inputs
 * Michael J Bommarito II - [email protected]
 * http://www.etf-central.com/
 * Sept. 12, 2007
 * 
 * Calculate general Kappa function 
 * http://corporate.morningstar.com/uk/documents/MethodologyDocuments/ResearchPapers/KappaADownsideRisk_AdjustedPerformanceMeasure_PK.pdf
*/

mjbommar

'''
@author Michael J Bommarito II
@date Mar 4, 2010
'''

import igraph
from pairwiseStability import *

'''
Create G, the list of graphs over time.

mjbommar

'''
@author Michael J Bommarito II
@date Mar 20, 2010

mjbommar@cluster1:~$ time python -O mapVF2.py 1
Undirected graph (|V| = 50, |E| = 294)
[240, 564, 4248, 97392, 137788, 560468, 6871224, 164328, 4528, 284, 50]

real    0m4.000s
user    0m3.960s

mjbommar

'''
@author Michael J Bommarito II
@date Mar 26, 2010

This is just a cute little example of an asset graph with the max and min spanning trees highlighted.
'''

import dateutil.parser
import csv
import igraph

mjbommar

% Author: Michael J. Bommarito II
% Contact: [email protected]
% Date: Oct 3, 2010
% Provided as-is, informational purposes only, public domain.
%
% Inputs:
%   1. dataMatrix: variables (X1,X2,...,X_M) in the columns
%   2. windowSize: number of samples to include in the moving window
%   3. indexColumn: the variable X_i against which correlations should be 
% returned