pub fn svc_order(x: &[f64], config: SvcConfig) -> Result<SvcResult>Expand description
Bauer’s (2001, eq. 4) SVC estimator of the McMillan degree, output-only
scalar case with CCA weighting: SVC(n) = σ̂²_{n+1} + C(T)·2n/T
(d(n) = 2n parameters for a scalar state-space system), minimised over
n = 0..=M, M = min(f, p), with the convention σ̂_{M+1} = 0.
Consistency (his Theorem 3) needs C(T)/(fp log log T) → ∞.