bifurcatingr (version 2.1.0)

bfa_perc_bc_ci: Bias Correction Percentile Confidence Interval Function

Description

This function calculates the Bias-Corrected percentile CI for the least squares estimator of the bifurcating autoregressive model.

Usage

bfa_perc_bc_ci(z, a1_ls, a1_ls_star, conf_level = 0.95)

Value

A numeric vector representing the lower and upper limits of the bias corrected percentile confidence interval for the autoregressive coefficients of BAR model.

Arguments

z

a numeric vector containing the tree data.

a1_ls

A numeric value of the least squares estimator of bifurcating autoregressive model

a1_ls_star

A numeric vector representing B replicates of the least squares estimator

conf_level

A numeric value representing the confidence level. Defaults to 0.95.

Examples

# Generating Non-contaminated normal BAR(1) tree and calculating the bias
# corrected percentile CI for the autoregressive coefficients of the BAR(1) model
z <- bfa_tree_gen(31, 1, 1, 1, 0.5, 0.5, 0, 10, c(0.7))
a1_ls <- bfa_ls(z,1)$coef[2]
a1_ls_star <- (rnorm(100,0.7,0.05))
bfa_perc_bc_ci(z, a1_ls, a1_ls_star, conf_level=0.95)