dic: Deviance Information Criterion

In BGVAR: Bayesian Global Vector Autoregressions

Deviance Information Criterion

Description

Computes the Deviance information criterion for an object bgvar.

Usage

dic(object, ...)

## S3 method for class 'bgvar'
dic(object, ...)

Arguments

object	An object of class bgvar.
...	Additional arguments.

Value

Returns a numeric value with the corresponding DIC.

Author(s)

Maximilian Boeck

References

Spiegelhalter, D. J. and Best, N. G., Carlin, B. P. and Linde, A. (2002) Bayesian measures of model complexity and fit. Journal of the Royal Statistical Society, Series B, Vol. 64(4), pp. 583-639.

See Also

bgvar for estimation of a bgvar object.

Examples

library(BGVAR)
data(testdata)
model.mn <- bgvar(Data=testdata,W=W.test,plag=1,draws=100,burnin=100,prior="MN")
dic(model.mn)

BGVAR documentation built on Sept. 30, 2024, 5:06 p.m.