bfa.lbc.ls {bifurcatingr} | R Documentation |
This function performs bias correction on the least squares estimators of the autoregressive coefficients in a BAR(p) model based on the assumption that the bias of the least squares estimator is approximately linear as a function of the parameter as described in Elbayoumi & Mostafa (2020).
bfa.lbc.ls(z, p)
z |
a numeric vector containing the tree data |
p |
an integer determining the order of bifurcating autoregressive model to be fit to the data |
coef.lbc |
linear-bias-function-based bias-corrected least squares estimates of the autoregressive coefficients |
Elbayoumi, T. M. & Mostafa, S. A. (2020). On the estimation bias in bifurcating autoregressive models. Stat, 1-16.
z <- bfa.tree.gen(127, 1, 1, 1, 0.5, 0.5, 0, 10, c(0.7)) bfa.lbc.ls(z, p=1) z <- bfa.tree.gen(127, 2, 1, 1, 0.5, 0.5, 0, 10, c(0.5, 0.3)) bfa.lbc.ls(z, p=2)