arfima (version 1.8-1)

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)

Value

The bestn "best" modes.

Arguments

object

An object of class "arfima".

bestn

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

Author

JQ (Justin) Veenstra

Details

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

See Also

arfima

Examples

# \donttest{
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
# }