logLik.arfima {arfima} | R Documentation |
Extract Log-Likelihood Values
Description
Extracts log-likelihood values from a arfima
fit.
Usage
## S3 method for class 'arfima'
logLik(object, ...)
Arguments
object |
A fitted |
... |
Optional arguments not currently used. |
Details
Uses the function DLLoglikelihood
from the package
ltsa
. The log-likelihoods returned are exact up to an
additive constant.
Value
A vector of log-likelihoods, one for each mode, is returned, along with the degrees of freedom.
Author(s)
JQ (Justin) Veenstra
References
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
See Also
[Package arfima version 1.8-1 Index]