lps: Compute Log-predictive Scores
In mboeck11/BTSM: Bayesian Time Series Models
lps R Documentation
Compute Log-predictive Scores
Description
Computes and prints log-predictive score of an object of class bvar.predict.
Usage
## S3 method for class 'bvar.pred'
lps(object, ...)
Arguments
object
an object of class bvar.predict.
...
additional arguments.
Value
Returns an object of class bvar.lps, which is a matrix of dimension h times K, whereas h is the forecasting horizon and K is the number of variables in the system.
Author(s)
Maximilian Boeck
mboeck11/BTSM documentation built on Oct. 9, 2022, 9:14 p.m.
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| lps | R Documentation |
Compute Log-predictive Scores
Description
Computes and prints log-predictive score of an object of class bvar.predict.
Usage
## S3 method for class 'bvar.pred' lps(object, ...)
Arguments
object |
an object of class |
... |
additional arguments. |
Value
Returns an object of class bvar.lps, which is a matrix of dimension h times K, whereas h is the forecasting horizon and K is the number of variables in the system.
Author(s)
Maximilian Boeck
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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