compute_dic {bvhar} | R Documentation |
Deviance Information Criterion of Multivariate Time Series Model
Description
Compute DIC of BVAR and BVHAR.
Usage
compute_dic(object, ...)
## S3 method for class 'bvarmn'
compute_dic(object, n_iter = 100L, ...)
Arguments
object |
Model fit |
... |
not used |
n_iter |
Number to sample |
Details
Deviance information criteria (DIC) is
where is the effective number of parameters defined by
Random sampling from posterior distribution gives its computation,
Value
DIC value.
References
Gelman, A., Carlin, J. B., Stern, H. S., & Rubin, D. B. (2013). Bayesian data analysis. Chapman and Hall/CRC.
Spiegelhalter, D.J., Best, N.G., Carlin, B.P. and Van Der Linde, A. (2002). Bayesian measures of model complexity and fit. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 64: 583-639.
[Package bvhar version 2.0.1 Index]