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bestModes

Finds the best modes of an arfima fit.


Description

Finds the best modes of an arfima fit with respect to log-likelihood.

Usage

bestModes(object, bestn)

Arguments

object

An object of class "arfima".

bestn

The top number of modes to keep with respect to the log-likelihood.

Details

This is the easiest way to remove modes with lower log-likelihoods.

Value

The bestn "best" modes.

Author(s)

JQ (Justin) Veenstra

See Also

Examples

set.seed(8765)
sim <- arfima.sim(1000, model = list(phi = 0.4, theta = 0.9, dfrac = 0.4))
fit <- arfima(sim, order = c(1, 0, 1), back=TRUE)
fit
fit <- bestModes(fit, 2)
fit

arfima

Fractional ARIMA (and Other Long Memory) Time Series Modeling

v1.7-0
MIT + file LICENSE
Authors
JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]
Initial release
2018-11-01

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