log_lin_narpq_init {PNAR} | R Documentation |
Starting values for the log-linear Poisson NAR(p) model with p lags and q covariates (log-PNAR(p))
Description
Starting values for the log-linear Poisson Network Autoregressive model of order
p
with q
covariates (log-PNAR(p
)).
Usage
log_lin_narpq_init(y, W, p, Z = NULL)
Arguments
y |
A |
W |
The |
p |
The number of lags in the model. |
Z |
An |
Details
This function computes initial values for the log-linear Poisson Network
Autoregressive model of order p
with q
covariates (log-PNAR(p
))
with stationarity conditions. These initial values are simply the ordinary least
squares estimators with a correction.
Value
A vector with the initial values.
Author(s)
Mirko Armillotta, Michail Tsagris and Konstantinos Fokianos.
References
Armillotta, M. and K. Fokianos (2022). Poisson network autoregression. https://arxiv.org/abs/2104.06296
See Also
Examples
data(crime)
data(crime_W)
mod1 <- log_lin_narpq_init(crime, crime_W, p = 2)