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Code for the GNAR model (by Xuening Zhu).
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ReadMe.txt
estimator.R
main.R
simulator.R

ReadMe.txt

### 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.
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