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logLik

Extract Log-likelihood of Bayesian GVAR

Description

Extract 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.

Examples

library(BGVAR)
data(eerDatasmall)
model.ng <- bgvar(Data=eerDatasmall,W=W.trade0012.small,plag=1,draws=100,burnin=100)
logLik(model.ng)
BGVAR

Bayesian Global Vector Autoregressions

v2.2.0
GPL-3
Authors
Maximilian Boeck [aut, cre] (<https://orcid.org/0000-0001-6024-8305>), Martin Feldkircher [aut] (<https://orcid.org/0000-0002-5511-9215>), Florian Huber [aut] (<https://orcid.org/0000-0002-2896-7921>)
Initial release

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