bfa.lbc.ls {bifurcatingr}R Documentation

Linear Function Bias-Corrected Estimators for BAR(p); p=1,2,...,6

Description

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).

Usage

bfa.lbc.ls(z, p)

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

Value

coef.lbc

linear-bias-function-based bias-corrected 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(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)

[Package bifurcatingr version 1.0.0 Index]