⚠️There's a newer version (1.4-9.4) of this package. Take me there.

meboot (version 1.0-2)

Maximum Entropy Bootstrap for Time Series

Description

This package performs 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.

Copy Link

Version

Down Chevron

Install

install.packages('meboot')

Monthly Downloads

944

Version

1.0-2

License

GPL (>= 2)

Last Published

November 20th, 2009

Functions in meboot (1.0-2)