pairwise.list_of_spills: Function to compute pairwise spillovers

Description Usage Arguments Value Author(s)

View source: R/list_of_spills_methods.R

Description

Taking in list_of_spillovers, the function computes the pairwise spillovers for all the individual spillover_table.

Usage

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## S3 method for class 'list_of_spills'
pairwise(spillover_table, within = F, ...)

Arguments

spillover_table

a list_of_spills object, ideally from rolling window estimation

within

whether to compute the within spillovers if the spillover tables are frequency based.

...

for the sake of CRAN not to complain

Value

a list containing the pairwise spillovers

Author(s)

Tomas Krehlik <[email protected]>


tomaskrehlik/frequencyConnectedness documentation built on Jan. 4, 2018, 9:58 p.m.