bestParameters {DeCAFS}

bestParameters

Description

iteration of the least square criterion for a grid of the phi parameter

Usage

bestParameters(y, nbK = 10, type = "MAD", sdEta = TRUE)

Arguments

y

A time-series obtained by the dataRWAR function

nbK

number of diff k elements to consider

type

type of robust variance estimator (MAD, S or Q)

sdEta

if sdEta = FALSE there is no random walk

Value

a list with an estimation of the best parameters for Eta2, Nu2 and phi

Examples

bestParameters(dataRWAR(10000, sdEta = 0.2, sdNu = 0.1, phi = 0.3,
type = "rand1", nbSeg = 10)$y)