BGVAR (version 2.0.1)

BIC.bgvar: Bayesian Information Criterion

Description

Computes the Bayesian information criterion for an object bgvar.

Usage

# S3 method for bgvar
BIC(object, ...)

Arguments

object

an object of class bgvar.

...

additional arguments.

Value

Returns a numeric value with the corresponding BIC.

References

Schwartz, G. E. (1978) Estimating the dimension of a model. Annals of Statistics, Vol. 6(2), pp. 461-464.

Examples

# NOT RUN {
library(BGVAR)
data(eerData)
model.mn <- bgvar(Data=eerData,W=W.trade0012,plag=2,saves=100,burns=100,prior="MN")
BIC(model.mn)
# }