bestParameters {DeCAFS} | R Documentation |
iteration of the least square criterion for a grid of the phi parameter
bestParameters(y, nbK = 10, type = "MAD", sdEta = TRUE)
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 |
a list with an estimation of the best parameters for Eta2, Nu2 and phi
bestParameters(dataRWAR(10000, sdEta = 0.2, sdNu = 0.1, phi = 0.3,
type = "rand1", nbSeg = 10)$y)