Maximum entropy density based dependent data bootstrap. An algorithm is provided to create a population of time series (ensemble) without assuming stationarity. The reference paper (Vinod, H.D., 2004) explains how the algorithm satisfies the ergodic theorem and the central limit theorem.
|Author||Hrishikesh D. Vinod <Vinod@fordham.edu> and Javier López-de-Lacalle|
|Date of publication||2016-11-18 10:58:05|
|Maintainer||Javier López-de-Lacalle <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.