meboot (version 1.4-9.4)

force.clt: Enforce Central Limit Theorem

Description

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

Usage

force.clt (x, ensemble)

Value

Revised matrix satisfying the central limit theorem.

Arguments

x

a vector of data or a time series object.

ensemble

a matrix or mts object containing resamples of the original data x.

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)