View source: R/arfima_function.R
bestModes | R Documentation |
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
arfima
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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