mlikeli_predictive_regression: (Log) Marginal likelihood of the predictive regression
In voigtstefan/btap: Computation of marginal likelihoods to compare asset pricing models
Usage
Arguments
Value
Author(s)
View source: R/mlikeli_predictive_regression.R
Usage
1
2
mlikeli_predictive_regression(r.tmp, z.tmp, m, interactions = TRUE,
obsperpara = 50)
Arguments
r.tmp
T x N matrix of returns
z.tmp
T x M matrix of predictors
m
1 x M vector of binaries (indicates which function is included)
interactions
binary (Interaction terms allowed or not)
Value
(Log) marginal likelihood
Author(s)
Stefan Voigt ([email protected])
voigtstefan/btap documentation built on May 17, 2018, 11:17 a.m.
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Usage Arguments Value Author(s)
View source: R/mlikeli_predictive_regression.R
Usage
1 2 | mlikeli_predictive_regression(r.tmp, z.tmp, m, interactions = TRUE,
obsperpara = 50)
|
Arguments
r.tmp |
T x N matrix of returns |
z.tmp |
T x M matrix of predictors |
m |
1 x M vector of binaries (indicates which function is included) |
interactions |
binary (Interaction terms allowed or not) |
Value
(Log) marginal likelihood
Author(s)
Stefan Voigt ([email protected])
voigtstefan/btap documentation built on May 17, 2018, 11:17 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.
As an Amazon Associate I earn from qualifying purchases.
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