| overall.list_of_spills {frequencyConnectedness} | R Documentation |
Function to compute overall spillovers
Description
Taking in list_of_spillovers, the function computes the overall spillovers for all the individual spillover_table.
Usage
## S3 method for class 'list_of_spills'
overall(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 overall spillovers
Author(s)
Tomas Krehlik <tomas.krehlik@gmail.com>
[Package frequencyConnectedness version 0.2.4 Index]