distance {arfima} | R Documentation |
The distance between modes of an arfima
fit.
Description
The distance between modes of an arfima
fit.
Usage
distance(ans, p = 2, digits = 4)
Arguments
ans |
An object of class "arfima". |
p |
The p in the p-norm to be used. |
digits |
The number of digits to print. |
Value
A list of two data frames: one with distances in operator space, the second with distances in the transformed (PACF) space.
Author(s)
JQ (Justin) Veensta
References
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
Examples
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)
[Package arfima version 1.8-1 Index]