HQC-methods {rebmix}

Hannan-Quinn Information Criterion

Description

Returns the Hannan-Quinn information criterion at pos.

Usage

## S4 method for signature 'REBMIX'
HQC(x = NULL, pos = 1, ...)
## ... and for other signatures

Arguments

x

see Methods section below.

pos

a desired row number in x@summary for which the information criterion is calculated. The default value is 1.

...

currently not used.

Methods

signature(x = "REBMIX")

an object of class REBMIX.

signature(x = "REBMVNORM")

an object of class REBMVNORM.

Author(s)

Marko Nagode

References

E. J. Hannan and B. G. Quinn. The determination of the order of an autoregression. Journal of the Royal Statistical Society. Series B, 41(2):190-195, 1979. https://www.jstor.org/stable/2985032.