BGVAR (version 2.3.1)

logLik: Extract Log-likelihood of Bayesian GVAR

Description

Extract Log-Likelihood for bgvar.

Usage

# S3 method for 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.

See Also

bgvar for estimation of a bgvar object.

Examples

# NOT RUN {
library(BGVAR)
data(eerDatasmall)
model.ng <- bgvar(Data=eerDatasmall,W=W.trade0012.small,plag=1,draws=100,burnin=100)
logLik(model.ng)
# }