weed {arfima}R Documentation

Weeds out fits from a call to arfima that are too close to each other.

Description

Weeds out fits from a call to arfima that are too close to each other.

Usage

weed(ans, type = c("A", "P", "B", "N"), walls = FALSE, eps2 = 0.025,
  eps3 = 0.01, adapt = TRUE, pn = 2)

Arguments

ans

The result from a call to arfima.

type

The space to perform the weeding in. "A" is for operating parameters. "P" is in the PACF space. "B" performs weeding in both. "N" performs no weeding and is only used internally.

walls

If more than one mode is on a wall in the PACF space, all modes but the one with the highest log-likelihood on the same wall are deleted.

eps2

The maximum distance between modes that are close together for the mode with the lower log-likelihood to be weeded out. If adapt is TRUE (default) this value changes.

eps3

The minimum distance from a wall for a secondary mode to be weeded out, if walls are TRUE.

adapt

If TRUE, if dim is the dimensionality of the search, eps2 is changed to (1 + eps2)^{dim} - 1.

pn

The p in the p-norm to be used in the weeding. p = 2 (default) is Euclidean distance.

Value

An object of class "arfima" with modes possibly weeded out.

Author(s)

JQ (Justin) Veenstra

See Also

arfima, distance

Examples



set.seed(1234)
sim <- arfima.sim(1000, model = list(theta = 0.9, dfrac = 0.4))
fit <- arfima(sim, order = c(0, 0, 1), autoweed = FALSE, back=TRUE)
fit
distance(fit)
fit1 <- weed(fit)
fit1
distance(fit1)



[Package arfima version 1.7-0 Index]