[R packages] I want to know using the fastSOM packages correctly and plot spillover

#1
I recently know the fastSOM package from google. So I download the package.
But I’m beginner in R.

And I really want to studying spillover measures because I’m interested in volatility spillover. But It’s quite hard for me coding the spillover index.

I got the paper from "http://www.ssc.upenn.edu/~fdiebold/papers/paper75/DY2final.pdf"

and I convert the data csv file. and I load the real data from csv file.

rm (list = ls(all=TRUE))
data<-read.csv("Diebold and Yilmaz.csv", header=TRUE)
returns<-data[1:829,2:20]

but my question is how I can apply the FastSOM packages to the real data?
and How I can plot the spillover using 200-week rolling windows?
the picture is on the paper 66.


please let me know how to I use your FastSOM package accurately.
If you do so, I'd really appreciate that.
 
Last edited:
#3
Re: [R packages] I want to know using the fastSOM packages correctly and plot spillov

Sorry for this. I delete the stackoverflow.com post...
I am really sorry for this.
 

spunky

Doesn't actually exist
#4
Re: [R packages] I want to know using the fastSOM packages correctly and plot spillov

well, you didn't *have* to delete it. just giving us the heads-up that you had asked int in SO would've been nice :)