| bfa_boot1_ls {bifurcatingr} | R Documentation |
Single Bootstrap of Least Squares Estimators of BAR(p) Models
Description
This function performs single bootstrapping of the least squares estimators
of the autoregressive coefficients in a bifurcating autoregressive (BAR)
model of any order p as described in Elbayoumi and Mostafa (2020).
Usage
bfa_boot1_ls(z, p, burn = 5, B, 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 |
burn |
number of tree generations to discard before starting the bootstrap sample (replicate) |
B |
number of bootstrap samples (replicates) |
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
boot_est |
a matrix containing the bootstrapped least squares estimates of the autoregressive coefficients |
boot_data |
a matrix containing the bootstrap samples used |
References
Elbayoumi, T. M. & Mostafa, S. A. (2020). On the estimation bias in bifurcating autoregressive models. Stat, 1-16.
Examples
z <- bfa_tree_gen(31, 1, 1, 1, 0.5, 0.5, 0, 10, c(0.7))
bfa_boot1_ls(z, p=1, B=999)