force.clt: Enforce Central Limit Theorem

In meboot: Maximum Entropy Bootstrap for Time Series

Enforce Central Limit Theorem

Description

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

Usage

    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

    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 Aug. 23, 2023, 1:07 a.m.