bfa.ls.bc {bifurcatingr} R Documentation

Bias-Corrected Least Squares Estimators for Bifurcating Autoregressive Models

Description

This function performs bias correction on the least squares estimators of the autoregressive coefficients in a BAR(p) model using single, double and fast-double bootstrapping, and the linear-bias-function approach as described in Elbayoumi & Mostafa (2020).

Usage

```bfa.ls.bc(
z,
p,
method = "boot1",
burn = 5,
B1 = 999,
B2 = 499,
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 `method` method of bias correction. Currently, "boot1", "boot2", "boot2fast" and "LBC" are supported and they implement single bootstrap, double bootstrap, fast-double bootstrap, and linear-bias-function bias-correction, respectively. `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 `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

 `coef.ls.bc` 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(63, 1, 1, 1, 0.5, 0.5, 0, 10, c(0.7))
bfa.ls.bc(z, p=1, method="boot1")
z <- bfa.tree.gen(63, 2, 1, 1, 0.5, 0.5, 0, 10, c(0.5, 0.3))
bfa.ls.bc(z, p=2, method="LBC")
```

[Package bifurcatingr version 1.0.0 Index]