DIC: Deviance Information Criterion (DIC)

In mtarm: Bayesian Estimation of Multivariate Threshold Autoregressive Models

Deviance Information Criterion (DIC)

Description

Computes the Deviance Information Criterion (DIC), an adjusted within-sample measure of predictive accuracy, for models estimated using Bayesian methods.

Usage

DIC(...)

Arguments

...	one or more fitted model objects of the same class.

Value

A numeric matrix containing the DIC values corresponding to each fitted object supplied in ....

References

Spiegelhalter D.J., Best N.G., Carlin B.P. and Van Der Linde A. (2002) Bayesian Measures of Model Complexity and Fit. Journal of the Royal Statistical Society Series B (Statistical Methodology), 64(4), 583–639.

Spiegelhalter D.J., Best N.G., Carlin B.P. and Van der Linde A. (2014). The deviance information criterion: 12 years on. Journal of the Royal Statistical Society Series B (Statistical Methodology), 76(3), 485–493.

mtarm documentation built on Jan. 12, 2026, 1:07 a.m.