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rebmix (version 2.10.2)

HQC-methods: Hannan-Quinn Information Criterion

Description

Returns the Hannan-Quinn information criterion at pos.

Usage

# S4 method for 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.

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. http://www.jstor.org/stable/2985032.