Enum IcMethod 

pub enum IcMethod {
    YuleWalker,
    Ols,
    Burg,
}

How the innovation variances of the nested AR fits are estimated.

Variants

YuleWalker

Yule–Walker via one Levinson–Durbin recursion (the default; same convention as R’s ar.yw).

Ols

Conditional least squares on the common sample t = max_order+1 ..= n, so every candidate order is fit to the same observations and the nested residual variances σ̂²_k = RSS_k / (n − max_order) are directly comparable — apples-to-apples with crate::Statistic::LongArOls. The criteria formulas still use the series length n.

Burg

Burg (1967; Kay & Marple 1981): minimises forward plus backward prediction error power; markedly better than Yule–Walker near the unit circle.

Implementations

impl IcMethod

pub const ALL: [IcMethod; 3]

pub fn name(self) -> &'static str

Trait Implementations

impl Clone for IcMethod

fn clone(&self) -> IcMethod

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for IcMethod

impl Debug for IcMethod

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Eq for IcMethod

impl Hash for IcMethod

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for IcMethod

fn eq(&self, other: &IcMethod) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for IcMethod