logLik function

Extract Log-likelihood of Bayesian GVAR

Extracts Log-Likelihood for bgvar.

## 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.

Returns

Returns an vector of dimension q (number of specified quantiles) of global log-likelihoods.

Examples

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

See Also

bgvar for estimation of a bgvar object.