Nothing
u.xenv <- function(X, Y, alpha = 0.01) {
Y <- as.matrix(Y)
a <- dim(Y)
n <- a[1]
r <- a[2]
p <- ncol(X)
loglik.seq <- unlist(lapply(0:p, function(x) xenv(X, Y, x, asy = F)$loglik))
npara.seq <- r + r * (r + 1) / 2 + p * (p + 1) / 2 + r * (0:p)
aic.seq <- -2 * loglik.seq + 2 * npara.seq
bic.seq <- -2 * loglik.seq + log(n) * npara.seq
u.aic <- which.min(aic.seq) - 1
u.bic <- which.min(bic.seq) - 1
lrt.test <- stats::pchisq(2 * (loglik.seq[p + 1] - loglik.seq[1:p]), npara.seq[p + 1] - npara.seq[1:p], lower.tail = F)
if (any(lrt.test > alpha)) {
u.lrt <- which(lrt.test > alpha)[1] - 1
} else {
u.lrt <- p
}
return(list(u.aic = u.aic, u.bic = u.bic, u.lrt = u.lrt, loglik.seq = loglik.seq, aic.seq = aic.seq, bic.seq = bic.seq))
}
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