elapsedtime

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 <DOI: 10.1016/j.jempfin.2003.06.002>) explains
how the algorithm satisfies the ergodic theorem and the central limit theorem.

Fred Viole

meboot

Maximum Entropy Bootstrap for Time Series

elapsedtime function

<dl> <dt>ptm1</dt>
<dd><code><a href="/link/proc.time?package=meboot&version=1.4-9.4" data-mini-rdoc="meboot::proc.time">proc.time</a></code> object.</dd> <dt>ptm2</dt>
<dd><code><a href="/link/proc.time?package=meboot&version=1.4-9.4" data-mini-rdoc="meboot::proc.time">proc.time</a></code> object.</dd></dl>

Arguments

Internal Function — elapsedtime

<dl>

 <dt>ptm1</dt>
<dd><code><a href='https://rdrr.io/r/base/proc.time.html'>proc.time</a></code> object.</dd>

 <dt>ptm2</dt>
<dd><code><a href='https://rdrr.io/r/base/proc.time.html'>proc.time</a></code> object.</dd>

</dl>

elapsedtime: Internal Function

Description

Usage

Value

Arguments