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.

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 ORCID iD [aut, cre], Sayed Mostafa ORCID iD [aut]
Maintainer: Tamer Elbayoumi <tmelbayoumi at>
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:, r-release: not available, r-oldrel: not available
macOS binaries: r-release: bifurcatingr_1.0.0.tgz, r-oldrel: not available


Please use the canonical form to link to this page.