mlikeli_predictive_regression: (Log) Marginal likelihood of the predictive regression

Usage Arguments Value Author(s)

View source: R/mlikeli_predictive_regression.R

Usage

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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.