marginal_data_density: 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
marginal_data_density(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)
priors <- Carriero_priors(Yraw, p = 4)
model <- bvar_conjugate0(priors = priors, fast_forecast = TRUE)
marginal_data_density(model)
bdemeshev/bvarr documentation built on May 12, 2019, 3:40 a.m.
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.
Description Usage Arguments Details Value Examples
Description
Calculate log marginal data density
Usage
1 | marginal_data_density(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)
priors <- Carriero_priors(Yraw, p = 4)
model <- bvar_conjugate0(priors = priors, fast_forecast = TRUE)
marginal_data_density(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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.