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.

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

View on CRAN

Files

meboot
meboot/inst
meboot/inst/CITATION
meboot/inst/doc
meboot/inst/doc/index.html
meboot/inst/doc/meboot.Rnw
meboot/inst/doc/meboot.pdf
meboot/src
meboot/src/mrapprox.c
meboot/NAMESPACE
meboot/data
meboot/data/ullwan.rda
meboot/data/USconsum.rda
meboot/data/USfygt.rda
meboot/R
meboot/R/force.clt.R meboot/R/panel.meboot.R meboot/R/checkConv.R meboot/R/null.ci.R meboot/R/zero.ci.R meboot/R/olsHALL.b.R meboot/R/flexMeboot.R meboot/R/meboot.R meboot/R/expand.sd.R
meboot/vignettes
meboot/vignettes/meboot.Rnw
meboot/MD5
meboot/build
meboot/build/vignette.rds
meboot/DESCRIPTION
meboot/man
meboot/man/zero.ci.Rd meboot/man/USfygt.Rd meboot/man/USconsum.Rd meboot/man/checkConv.Rd meboot/man/flexMeboot.Rd meboot/man/meboot.pdata.frame.Rd meboot/man/force.clt.Rd meboot/man/elapsedtime.Rd meboot/man/olsHALL.b.Rd meboot/man/null.ci.Rd meboot/man/meboot.part.Rd meboot/man/meboot.Rd meboot/man/expand.sd.Rd meboot/man/ullwan.Rd

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

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.