Finds the best modes of an arfima fit.
Finds the best modes of an arfima
fit with respect to log-likelihood.
bestModes(object, bestn)
object |
An object of class "arfima". |
bestn |
The top number of modes to keep with respect to the log-likelihood. |
This is the easiest way to remove modes with lower log-likelihoods.
The bestn
"best" modes.
JQ (Justin) Veenstra
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
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