force.clt | R Documentation |
Function to enforce the maximum entropy bootstrap resamples to satisfy the central limit theorem.
force.clt (x, ensemble)
x |
a vector of data or a time series object. |
ensemble |
a matrix or |
Revised matrix satisfying the central limit theorem.
set.seed(345)
out <- meboot(x=AirPassengers, reps=100, trim=0.10, reachbnd=FALSE, elaps=TRUE)
cm1 <- colMeans(out$ensemb)
# Note that the column means are somewhat non-normal
qqnorm(cm1)
clt.ens <- force.clt(x=AirPassengers, ensemble=out$ensemble)
cm2 <- colMeans(clt.ens)
# Note that the columns are closer to being normal
qqnorm(cm2)
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