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)


[Package BGVAR version 2.4.3 Index]