Estimation of bifurcating autoregressive models of any order, p, BAR(p) as well as several types of bias correction for the least squares estimators of the autoregressive parameters as described in Zhou and Basawa (2005) <doi:10.1016/j.spl.2005.04.024> and Elbayoumi and Mostafa (2020) <doi:10.1002/sta4.342>. Currently, the bias correction methods supported include bootstrap (single, double and fast-double) bias correction and linear-bias-function-based bias correction. Functions for generating and plotting bifurcating autoregressive data from any BAR(p) model are also included.
Version: | 1.0.0 |
Depends: | R (≥ 2.10) |
Imports: | graphics (≥ 4.0.0), igraph (≥ 1.2.5), MASS (≥ 7.3.0) |
Suggests: | knitr, rmarkdown |
Published: | 2021-02-15 |
Author: | Tamer Elbayoumi |
Maintainer: | Tamer Elbayoumi <tmelbayoumi at ncat.edu> |
License: | GPL-3 |
NeedsCompilation: | no |
Materials: | README |
CRAN checks: | bifurcatingr results |
Reference manual: | bifurcatingr.pdf |
Package source: | bifurcatingr_1.0.0.tar.gz |
Windows binaries: | r-devel: bifurcatingr_1.0.0.zip, r-release: bifurcatingr_1.0.0.zip, r-oldrel: bifurcatingr_1.0.0.zip |
macOS binaries: | r-release (arm64): bifurcatingr_1.0.0.tgz, r-release (x86_64): bifurcatingr_1.0.0.tgz, r-oldrel: bifurcatingr_1.0.0.tgz |
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