logLik.bvar {BVAR} | R Documentation |
Log-Likelihood method for Bayesian VARs
Description
Calculates the log-likelihood of Bayesian VAR models generated with
bvar
.
Usage
## S3 method for class 'bvar'
logLik(object, ...)
Arguments
object |
A |
... |
Not used. |
Value
Returns an object of class logLik
.
See Also
Examples
# Access a subset of the fred_qd dataset
data <- fred_qd[, c("CPIAUCSL", "UNRATE", "FEDFUNDS")]
# Transform it to be stationary
data <- fred_transform(data, codes = c(5, 5, 1), lag = 4)
# Estimate a BVAR using one lag, default settings and very few draws
x <- bvar(data, lags = 1, n_draw = 1000L, n_burn = 200L, verbose = FALSE)
# Calculate the log-likelihood
logLik(x)
[Package BVAR version 1.0.5 Index]