bfa.tree.gen {bifurcatingr} | R Documentation |
This function generate bifurcating autoregressive (BFA) trees of any size based on a BFA model of any order.
bfa.tree.gen(n, p, s1, s2, r1, r2, g, intercept, ar.coef)
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 |
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 |
A numeric vector representing a bifurcating autoregressive (BFA) tree
with n
observations.
#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))