alpl {bvhar}R Documentation

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

Description

This function computes ALPL given forecasting of Bayesian models.

Usage

alpl(x, ...)

## S3 method for class 'bvharcv'
alpl(x, ...)

Arguments

x

Out-of-sample forecasting object to use

...

Not used


[Package bvhar version 2.3.0 Index]