Deviance Information Criterion
Computes the Deviance information criterion for an object bgvar.
DIC(object, ...)
object |
an object of class |
... |
additional arguments. |
Returns a numeric value with the corresponding DIC.
Maximilian Boeck
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.
library(BGVAR) data(eerDatasmall) model.mn <- bgvar(Data=eerDatasmall,W=W.trade0012.small,plag=2,draws=100,burnin=100,prior="MN") DIC(model.mn)
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