Model Evidence

The conjugate VAR’s closed-form log marginal likelihood, attached to FittedVAR.evidence by ConjugateVAR.fit, and the Bayes-factor comparison built on top of it.

ModelEvidence	Closed-form log marginal likelihood of a conjugate VAR, with comparability metadata.
EvidenceComparison	Bayes factors and posterior model probabilities across named model evidences.

compare_evidence

Compare conjugate-VAR fits by marginal likelihood.