meboot: Maximum Entropy Bootstrap for Time Series

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.

Version: 1.4-6
Depends: R (≥ 3.0.0), dynlm, nlme
Suggests: boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, plm, zoo
Published: 2015-06-10
Author: Hrishikesh D. Vinod and Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: meboot citation info
In views: Econometrics, TimeSeries
CRAN checks: meboot results


Reference manual: meboot.pdf
Package source: meboot_1.4-6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: meboot_1.4-6.tgz, r-oldrel: meboot_1.4-5.tgz
Old sources: meboot archive

Reverse dependencies:

Reverse depends: generalCorr
Reverse suggests: ftsa


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