force.clt: Enforce Central Limit Theorem

Description Usage Arguments Value Examples

Description

Function to enforce the maximum entropy bootstrap resamples to satisfy the central limit theorem.

Usage

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    force.clt (x, ensemble)
  

Arguments

x

a vector of data or a time series object.

ensemble

a matrix or mts object containing resamples of the original data x.

Value

Revised matrix satisfying the central limit theorem.

Examples

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    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)

  

meboot documentation built on May 2, 2019, 9:13 a.m.