| Name : R-Spillover
| |
| Version : 0.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.2.1
| Date : 2024-06-08 13:20:44
|
| Group : Development/Libraries/Other
| Source RPM : R-Spillover-0.1.1-lp155.2.1.src.rpm
|
| Size : 0.65 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Spillover/Connectedness Index Based on VAR Modelling
|
Description :
A user-friendly tool for estimating both total and directional
connectedness spillovers based on Diebold and Yilmaz (2009, 2012). It
also provides the user with rolling estimation for total and net
indices. User can find both orthogonalized and generalized versions for
each kind of measures. See Diebold and Yilmaz (2009, 2012) find them at
< doi:10.1111/j.1468-0297.2008.02208.x> and
< doi:10.1016/j.ijforecast.2011.02.006>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
