Nothing
u.rrenv <- function(X, Y, d, alpha = 0.01) {
a <- dim(Y)
n <- a[1]
r <- a[2]
p <- ncol(X)
likl <- rep(0, r - d + 1)
aic <- rep(0, r - d + 1)
bic <- rep(0, r - d + 1)
Npara <- rep(0, r - d + 1)
X <- as.matrix(X)
Y <- as.matrix(Y)
a <- dim(Y)
n <- a[1]
r <- a[2]
p <- ncol(X)
for (i in d:r) {
tmp <- rrenv(X, Y, i, d, asy = FALSE)
likl[i+1-d] <- tmp$loglik
Npara[i+1-d] <- (p + i - d) * d + r * (r + 1) / 2
aic[i+1-d] <- 2 * Npara[i+1-d] - 2 * likl[i+1-d]
bic[i+1-d] <- log(n) * Npara[i+1-d] - 2 * likl[i+1-d]
}
uhat.aic <- which.min(aic) + d - 1
uhat.bic <- which.min(bic) + d - 1
lrt.test <- stats::pchisq(2 * (likl[r - d + 1] - likl[1:(r-d)]), Npara[r - d + 1] - Npara[1:(r-d)], lower.tail = F)
if (any(lrt.test > alpha)) {
u.lrt <- which(lrt.test > alpha)[1] + d - 1
} else {
u.lrt <- r
}
return(list(u.aic = uhat.aic, u.bic = uhat.bic, u.lrt = u.lrt, loglik.seq = likl, aic.seq = aic, bic.seq = bic))
}
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