meboot (version 1.4-9.4)

Maximum Entropy Bootstrap for Time Series

Description

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.

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Install

install.packages('meboot')

Monthly Downloads

944

Version

1.4-9.4

License

GPL (>= 2)

Maintainer

Last Published

August 22nd, 2023

Functions in meboot (1.4-9.4)