bfa.boot2.ls {bifurcatingr}R Documentation

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

Description

This function performs double 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.boot2.ls(z, p, burn = 5, B1, B2)

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)

B1

number of bootstrap samples (replicates) used in first round of bootstrapping

B2

number of bootstrap samples (replicates) used in second round of bootstrapping

Value

boot.est

a matrix containing the first-stage bootstrapped least squares estimates of the autoregressive coefficients

boot2

a matrix containing the second-stage bootstrapped least squares estimates of the autoregressive coefficients

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.boot2.ls(z, p=1, B1=99, B2=9)

[Package bifurcatingr version 1.0.0 Index]