Package: bifurcatingr 2.1.0
Tamer Elbayoumi
bifurcatingr: Bifurcating Autoregressive Models
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. This new version includes calculating several type of bias-corrected and -uncorrected confidence intervals for the least squares estimators of the autoregressive parameters as described in Elbayoumi and Mostafa (2023) <doi:10.6339/23-JDS1092>.
Authors:
bifurcatingr_2.1.0.tar.gz
bifurcatingr_2.1.0.tar.gz(r-4.5-noble)bifurcatingr_2.1.0.tar.gz(r-4.4-noble)
bifurcatingr_2.1.0.tgz(r-4.4-emscripten)bifurcatingr_2.1.0.tgz(r-4.3-emscripten)
bifurcatingr.pdf |bifurcatingr.html✨
bifurcatingr/json (API)
NEWS
| # Install 'bifurcatingr' in R: |
| install.packages('bifurcatingr', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 9 months agofrom:19f98c70d6. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 05 2024 |
| R-4.5-linux | OK | Dec 05 2024 |
Exports:bfa_boot_cibfa_boot_ls_bcbfa_boot1_lsbfa_boot2_lsbfa_boot2fast_lsbfa_lbc_lsbfa_lsbfa_ls_bcbfa_ls_bc_cibfa_perc_bc_cibfa_perc_cibfa_scatterplotbfa_subtreebfa_tree_genbfa_tree_plotboot_bca_circontmnormrmnorm
Dependencies:cubaturefBasicsfMultivargsslatticeMASSMatrixMatrixModelsmnormtmvtnormnumDerivquantregRcppsnSparseMspatialstabledistsurvivaltimeDatetimeSeries
