BGVAR (version 2.0.0)

lps.bgvar.pred: Compute log-predictive scores

Description

Computes and prints log-predictive score of an object of class bgvar.predict.

Usage

lps(object, ...)

Arguments

object

an object of class bgvar.predict.

...

additional arguments.

Value

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.

Examples

# NOT RUN {
library(BGVAR)
data(eerData)
model.ssvs.eer<-bgvar(Data=eerData,W=W.trade0012,saves=100,burns=100,plag=1,prior="SSVS",
                      eigen=TRUE,h=8)
fcast <- predict(model.ssvs.eer,fhorz=8,save.store=TRUE)
lps   <- lps(fcast)
# }