lps | R Documentation |
Computes and prints log-predictive score of an object of class bgvar.predict
.
## S3 method for class 'bgvar.pred' lps(object, ...)
object |
An object of class |
... |
Additional arguments. |
Returns an object of class bgvar.lps
, which is a matrix of dimension h times K, whereas h is the forecasting horizon and K is the number of variables in the system.
Maximilian Boeck, Martin Feldkircher
library(BGVAR) data(testdata) model.ssvs.eer<-bgvar(Data=testdata,W=W.test,draws=100,burnin=100, plag=1,prior="SSVS",eigen=TRUE,hold.out=8) fcast <- predict(model.ssvs.eer,n.ahead=8,save.store=TRUE) lps <- lps(fcast)
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