meboot: Maximum Entropy Bootstrap for Time Series

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.

Install the latest version of this package by entering the following in R:
install.packages("meboot")
AuthorHrishikesh D. Vinod <Vinod@fordham.edu> and Javier López-de-Lacalle
Date of publication2016-11-18 10:58:05
MaintainerJavier López-de-Lacalle <javlacalle@yahoo.es>
LicenseGPL (>= 2)
Version1.4-7

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Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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