bvar_conj_mdd: Calculate log marginal data density
In bdemeshev/bvarr: Package for Bayesian Vector Auto Regressions
Description
Usage
Arguments
Details
Value
Examples
Description
Calculate log marginal data density
Usage
1
bvar_conj_mdd(model)
Arguments
model
estimated conjugate N-IW model
Details
Calculate log marginal data density. Formula (22) from Carriero
"Bayesian VARs: Specification Choices and Forecast Accuracy" section 4.1.
Value
log of marginal data density
Examples
1
2
3
4
data(Yraw)
setup <- bvar_conj_setup(Yraw, p = 4)
model <- bvar_conj_estimate(setup = setup, keep = 100)
bvar_conj_mdd(model)
bdemeshev/bvarr documentation built on May 12, 2019, 3:40 a.m.
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Description Usage Arguments Details Value Examples
Description
Calculate log marginal data density
Usage
1 | bvar_conj_mdd(model)
|
Arguments
model |
estimated conjugate N-IW model |
Details
Calculate log marginal data density. Formula (22) from Carriero "Bayesian VARs: Specification Choices and Forecast Accuracy" section 4.1.
Value
log of marginal data density
Examples
1 2 3 4 | data(Yraw)
setup <- bvar_conj_setup(Yraw, p = 4)
model <- bvar_conj_estimate(setup = setup, keep = 100)
bvar_conj_mdd(model)
|
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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