bfa.boot1.ls {bifurcatingr}R Documentation

Single Bootstrap of Least Squares Estimators of BAR(p) Models

Description

This function performs single bootstrapping of the least squares estimators of the autoregressive coefficients in a bifurcating autoregressive (BAR) model of any order p as described in Elbayoumi & Mostafa (2020).

Usage

bfa.boot1.ls(z, p, burn = 5, B, boot.est = TRUE, boot.data = FALSE)

Arguments

z

a numeric vector containing the tree data

p

an integer determining the order of bifurcating autoregressive model to be fit to the data

burn

number of tree generations to discard before starting the bootstrap sample (replicate)

B

number of bootstrap samples (replicates)

boot.est

a logical that determines whether the bootstrapped least squares estimates of the autoregressive coefficients should be returned. Defaults to TRUE.

boot.data

a logical that determines whether the bootstrap samples should be returned. Defaults to FALSE.

Value

boot.est

a matrix containing the bootstrapped least squares estimates of the autoregressive coefficients

boot.data

a matrix containing the bootstrap samples used

References

Elbayoumi, T. M. & Mostafa, S. A. (2020). On the estimation bias in bifurcating autoregressive models. Stat, 1-16.

Examples

z <- bfa.tree.gen(31, 1, 1, 1, 0.5, 0.5, 0, 10, c(0.7))
bfa.boot1.ls(z, p=1, B=999)

[Package bifurcatingr version 1.0.0 Index]