dic {BGVAR} | R Documentation |
Deviance Information Criterion
Description
Computes the Deviance information criterion for an object bgvar
.
Usage
dic(object, ...)
## S3 method for class 'bgvar'
dic(object, ...)
Arguments
object |
An object of class |
... |
Additional arguments. |
Value
Returns a numeric value with the corresponding DIC.
Author(s)
Maximilian Boeck
References
Spiegelhalter, D. J. and Best, N. G., Carlin, B. P. and Linde, A. (2002) Bayesian measures of model complexity and fit. Journal of the Royal Statistical Society, Series B, Vol. 64(4), pp. 583-639.
See Also
bgvar
for estimation of a bgvar
object.
Examples
library(BGVAR)
data(testdata)
model.mn <- bgvar(Data=testdata,W=W.test,plag=1,draws=100,burnin=100,prior="MN")
dic(model.mn)
[Package BGVAR version 2.5.7 Index]