logLik {BGVAR}

R Documentation

Extract Log-likelihood of Bayesian GVAR

Description

Extracts Log-Likelihood for bgvar.

Usage

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

Arguments

object	An object of class bgvar.
...	Additional arguments.
quantile	Reported quantiles. Default is set to median.

Value

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

See Also

bgvar for estimation of a bgvar object.

Examples

library(BGVAR)
data(testdata)
model.ng <- bgvar(Data=testdata,W=W.test,plag=1,draws=100,burnin=100)
logLik(model.ng)

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