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 yahoo.es> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Citation: |
meboot citation info |
| In views: |
Econometrics, TimeSeries |
| CRAN checks: |
meboot results |
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