InclusiveConnectedness {ConnectednessApproach} | R Documentation |
This function results in inclusive connectedness measures
InclusiveConnectedness(dca, group = c(1, 2), start = NULL, end = NULL)
dca |
Dynamic connectedness object |
group |
Vector of group indices |
start |
Start index |
end |
End index |
Get connectedness measures
David Gabauer
data("cegg2022")
dca = ConnectednessApproach(cegg2022,
model="TVP-VAR",
connectedness="Time",
nlag=1,
nfore=20,
corrected=TRUE,
VAR_config=list(TVPVAR=list(kappa1=0.99,
kappa2=0.99, prior="BayesPrior")))
inc = InclusiveConnectedness(dca, group=c(1,2,3))