A Fortran 90 Program for the Generalized Order-Restricted Information Criterion

The generalized order-restricted information criterion (GORIC) is a generalization of the Akaike information criterion such that it can evaluate hypotheses that take on specific, but widely applicable, forms (namely, closed convex cones) for multivariate normal linear models. It can examine the trad...

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Bibliographic Details
Main Authors: Rebecca M. Kuiper, Herbert Hoijtink
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2013-09-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/2088