alpl

alpl.bvharcv

This function computes ALPL given forecasting of Bayesian models.

Tools to model and forecast multivariate time series
including Bayesian Vector heterogeneous autoregressive (VHAR) model
by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>).
'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.

Young Geun Kim

bvhar

Bayesian Vector Heterogeneous Autoregressive Modeling

Changryong Baek

alpl function

<dl><dt>x</dt>
<dd>Out-of-sample forecasting object to use</dd>
<dt>...</dt>
<dd>Not used</dd></dl>

Arguments

Evaluate the Density Forecast Based on Average Log Predictive Likelihood (APLP) — alpl

<dl>

<dt>x</dt>
<dd>Out-of-sample forecasting object to use</dd>


<dt>...</dt>
<dd>Not used</dd>

</dl>

alpl: Evaluate the Density Forecast Based on Average Log Predictive Likelihood (APLP)

Description

Usage

Arguments