logLik: Extract Log-likelihood of Bayesian VAR

logLikR Documentation

Extract Log-likelihood of Bayesian VAR

Description

Extract Log-Likelihood for bivar.

Extract Log-Likelihood for bvar.

Extract Log-Likelihood for bvar.

Usage

## S3 method for class 'bivar'
logLik(object, ..., quantile = 0.5)

## S3 method for class 'bpvar'
logLik(object, ..., quantile = 0.5)

## S3 method for class 'bvar'
logLik(object, ..., quantile = 0.5)

Arguments

object

an object of class bvar.

...

additional arguments.

quantile

reported quantiles. Default is set to median.

Value

Returns an vector of dimension q (number of specified quantiles) of log-likelihoods.

Returns an vector of dimension q (number of specified quantiles) of log-likelihoods.

Returns an vector of dimension q (number of specified quantiles) of log-likelihoods.


mboeck11/BTSM documentation built on Oct. 9, 2022, 9:14 p.m.