XueningZhu/GNAR_code
Folders and files
| Name | Name | Last commit date | ||
|---|---|---|---|---|
Repository files navigation
### This is the code file for the paper "Grouped Network Vector Autoregression". ### Author Xuening Zhu ### Time: 2019.03.31 code files: - estimator.R: EM algorithm and Two-step estimation functions - simulator.R: simulation functions to generate Y, Z, W - main.R: generate data and conduct estimation Please run main.R to see how to use the functions.