meboot: Maximum Entropy Bootstrap for Time Series
Version 1.4-7

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.

Package details

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
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("meboot")

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meboot documentation built on May 29, 2017, 11:32 p.m.