predictive.density: Calculates predictive density for given bayes MCMC VAR model...

Description Usage Arguments Methods (by class)

View source: R/init.R

Description

Calculates predictive density for given bayes MCMC VAR model and number of periods

Usage

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## S3 method for class 'bayesVAR_TVP'
predictive.density(model, T = 10,
  currentLevels = tail(model$y, 1))

## S3 method for class 'bayesFAVAR_TVP'
predictive.density(model, T = 4,
  currentLevels = tail(model$y, model$p), n.sim = 10)

predictive.density(x, ...)

Arguments

model

bayes VAR model

T

number of time steps ahead to predict

Methods (by class)


GediminasB/bayesVAR_TVP documentation built on Jan. 23, 2018, 8:11 a.m.