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]