damienchallet/RemplacementBootstrap: An Entropy-Based Self-Consistent Bootstrap Procedure

Computes sample bootstraps with the self-consistent entropy-based method described in Amir Sani, Alessandro Lazaric, and Daniil Ryabko. "The replacement bootstrap for dependent data." 2015 IEEE International Symposium on Information Theory (ISIT). IEEE, 2015. In short, one determines a non-uniform sampling distribution based on the zipped length of the samples.

Getting started

Package details

AuthorAmir Sani and Damien Challet
MaintainerDamien Challet <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
damienchallet/RemplacementBootstrap documentation built on May 12, 2017, 3:35 p.m.