Compute Log-predictive Scores
Computes and prints log-predictive score of an object of class bgvar.predict.
## S3 method for class 'bgvar.pred' lps(object, ...)
object |
an object of class |
... |
additional arguments. |
Returns an object of class bgvar.lps, which is a matrix of dimension h times K, whereas h is the forecasting horizon and K is the number of variables in the system.
Maximilian Boeck, Martin Feldkircher
library(BGVAR)
data(eerDatasmall)
model.ssvs.eer<-bgvar(Data=eerDatasmall,W=W.trade0012.small,draws=100,burnin=100,
plag=1,prior="SSVS",eigen=TRUE,hold.out=8)
fcast <- predict(model.ssvs.eer,n.ahead=8,save.store=TRUE)
lps <- lps(fcast)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.