alpl: Evaluate the Density Forecast Based on Average Log Predictive...

In bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling

Evaluate the Density Forecast Based on Average Log Predictive Likelihood (APLP)

Description

This function computes ALPL given forecasting of Bayesian models.

Usage

alpl(x, ...)

## S3 method for class 'bvharcv'
alpl(x, ...)

Arguments

x	Out-of-sample forecasting object to use
...	Not used

bvhar documentation built on April 4, 2025, 5:22 a.m.