bifurcatingr 2.0.0

NEW FEATURES

Several corrected and uncorrected confidence intervals for the lease squares estimators of the bifurcating autoregressive model with any order p are added. The following confidence intervals are available in the new version (2.0.0):

• Uncorrected standard normal bootstrap confidence interval.
• Standard normal bootstrap confidence interval with single bootstrap bias correction.
• Standard normal bootstrap confidence interval with fast double bootstrap bias correction.
• Uncorrected percentile bootstrap confidence interval.
• Percentile bootstrap confidence interval with single bootstrap bias correction.
• Percentile bootstrap confidence interval with fast double bootstrap bias correction.
• Bias-corrected and accelerated bootstrap confidence interval.

Corrections

• bfa.scatterplot function that allows to create the scatterplots between observations at time t and the lagged observations from the given bifurcating autoregressive tree data fixed. Currently, it gives correct axes’ labels.