distance {arfima} | R Documentation |
arfima
fit.The distance between modes of an arfima
fit.
distance(ans, p = 2, digits = 4)
ans |
An object of class "arfima". |
p |
The p in the p-norm to be used. |
digits |
The number of digits to print. |
A list of two data frames: one with distances in operator space, the second with distances in the transformed (PACF) space.
JQ (Justin) Veensta
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
set.seed(8564) sim <- arfima.sim(1000, model = list(phi = c(0.2, 0.1), dfrac = 0.4, theta = 0.9)) fit <- arfima(sim, order = c(2, 0, 1), back=TRUE) fit distance(fit)