ChibLLP: Marginal log likelihood of BVAR model
In hoanguc3m/fatBVARS: Bayesian VAR with Stochastic volatility and fat tails
ChibLLP R Documentation
Marginal log likelihood of BVAR model
Description
This function returns a marginal log likelihood density of BVAR-SV-fatTail model.
Usage
ChibLLP(Chain, inits, ndraws = NULL, numCores = NULL)
Arguments
Chain
The fatBVARSV object from command BVAR.
Value
The marginal log likelihood density of of BVAR model
Examples
## Not run:
marginal_dens1 <- marginalLL(Chain1)
## End(Not run)
hoanguc3m/fatBVARS documentation built on Jan. 12, 2023, 4:42 p.m.
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| ChibLLP | R Documentation |
Marginal log likelihood of BVAR model
Description
This function returns a marginal log likelihood density of BVAR-SV-fatTail model.
Usage
ChibLLP(Chain, inits, ndraws = NULL, numCores = NULL)
Arguments
Chain |
The fatBVARSV object from command BVAR. |
Value
The marginal log likelihood density of of BVAR model
Examples
## Not run: marginal_dens1 <- marginalLL(Chain1) ## End(Not run)
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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