GitHub - XueqingYin/ST-model

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Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
Readme.txt		Readme.txt
STLerouxWchange.cpp		STLerouxWchange.cpp
modelfuncWchange.R		modelfuncWchange.R
modelfuncWchangeEstRhoEachT.R		modelfuncWchangeEstRhoEachT.R
modelfuncWconstant.R		modelfuncWconstant.R
updatephi_initial.cpp		updatephi_initial.cpp
updaterho.R		updaterho.R

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ModelfuncWchange.R: W changes over time and rho is fixed at a value close to 1.
modelfuncWchangeEstRhoEachT.R: W changes over time and time-varying rhos are estimated from data.

ModelfuncWconstant.R: W is constant over time and rho is fixed at a value close to 1.
updaterho.R : W is constant over time and a single rho common to all time periods is estimated from data.