dic function

Deviance Information Criterion

Computes the Deviance information criterion for an object bgvar.

dic(object, ...)

## S3 method for class 'bgvar'
dic(object, ...)

Arguments

• object: An object of class bgvar.
• ...: Additional arguments.

Returns

Returns a numeric value with the corresponding DIC.

Examples

library(BGVAR)
data(testdata)
model.mn <- bgvar(Data=testdata,W=W.test,plag=1,draws=100,burnin=100,prior="MN")
dic(model.mn)

References

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.

See Also

bgvar for estimation of a bgvar object.

Author(s)

Maximilian Boeck