BIC-based order selection for Gaussian AD models

Fits AD models of increasing orders and selects the best by BIC.

Usage

bic_order_gau(y, max_order = 2L, ...)

Arguments

y

Numeric matrix with n_subjects rows and n_time columns.

max_order

Maximum order to consider.

...

Additional arguments passed to fit_gau.

Value

A list with class gau_bic_order containing:

fits

List of fitted models

bic

BIC values for each order

best_order

Order with lowest BIC

table

Summary table

See also

bic_order_cat, bic_order_inad, fit_gau

Examples

if (FALSE) { # \dontrun{
set.seed(1)
y <- simulate_gau(n_subjects = 80, n_time = 6, order = 1, phi = 0.4)
ord <- bic_order_gau(y, max_order = 2)
ord$best_order
ord$table
} # }