bic: Computes posterior sample of the pointwise BIC method from a...
In bayesforecast: Bayesian Time Series Modeling with Stan
bic R Documentation
Computes posterior sample of the pointwise BIC method from a varstan object
Description
Convenience function for computing the pointwise Bayesian Information Criteria
method from a varstan object.
Usage
bic(x)
Arguments
x
A varstan object of the time series fitted model.
Value
A numeric array of size R, containing the posterior samples of the aic
for a varstan object, where R is the number of iterations. If multiple chains are
fitted, then the array is of length M*R, where M is the number of chains
Author(s)
Asael Alonzo Matamoros
Examples
model = Sarima(birth,order = c(0,1,2),seasonal = c(1,1,1))
fit1 = varstan(model,iter = 500,chains = 1)
bic1 = bic(fit1)
mean(bic1)
bayesforecast documentation built on June 8, 2025, 10:42 a.m.
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| bic | R Documentation |
Computes posterior sample of the pointwise BIC method from a varstan object
Description
Convenience function for computing the pointwise Bayesian Information Criteria method from a varstan object.
Usage
bic(x)
Arguments
x |
A varstan object of the time series fitted model. |
Value
A numeric array of size R, containing the posterior samples of the aic for a varstan object, where R is the number of iterations. If multiple chains are fitted, then the array is of length M*R, where M is the number of chains
Author(s)
Asael Alonzo Matamoros
Examples
model = Sarima(birth,order = c(0,1,2),seasonal = c(1,1,1))
fit1 = varstan(model,iter = 500,chains = 1)
bic1 = bic(fit1)
mean(bic1)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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