bfa.tree.gen {bifurcatingr}R Documentation

Bifurcating Autoregressive Tree generator

Description

This function generate bifurcating autoregressive (BFA) trees of any size based on a BFA model of any order.

Usage

bfa.tree.gen(n, p, s1, s2, r1, r2, g, intercept, ar.coef)

Arguments

n

tree size (integer)

p

an integer determining the order of bifurcating autoregressive model

s1

standard deviation of the errors distribution

s2

standard deviation of the second component of the mixture normal distribution generating contaminated errors. s2 should be greater than s1. s2 is only effective when g>0.

r1

correlation between pairs of errors

r2

is used in combination with r1 to compute the correlation between pairs of errors in the second component of the mixture normal distribution generating the contaminated errors. r2 is only effective when g>0.

g

proportion of contamination. Defaults to zero producing non-contaminated multivariate normal errors for the tree generation.

intercept

the intercept in the BAR model generating the tree

ar.coef

a vector of length p giving the autoregressive coefficients in the BAR model generating the tree

Value

A numeric vector representing a bifurcating autoregressive (BFA) tree with n observations.

Examples

#Non-contaminted BAR(1) tree:
bfa.tree.gen(127, 1, 1, 1, 0.5, 0.5, 0, 10, c(0.7))
#Non-contaminted BAR(2) tree:
bfa.tree.gen(127, 2, 1, 1, 0.5, 0.5, 0, 10, c(0.5, 0.3))
#Contaminted BAR(1) tree:
bfa.tree.gen(127, 1, 1, 2, 0.5, 0.5, 0.2, 10, c(0.7))

[Package bifurcatingr version 1.0.0 Index]