meboot (1.1-5)
Maximum Entropy Bootstrap for Time Series.
http://cran.r-project.org/web/packages/meboot
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.
Maintainer:
Javier L?pez-de-Lacalle
Author(s): Hrishikesh D. Vinod <Vinod@fordham.edu> and Javier López-de-Lacalle
License: GPL (>= 2)
Uses: ConvergenceConcepts, dynlm, lattice, nlme, plm, survival, zoo, boot, car, geepack, hdrcde, lmtest, strucchange
Released 8 months ago.
8 previous versions
- meboot_1.1-4. Released about 1 year ago.
- meboot_1.1-3. Released over 1 year ago.
- meboot_1.1-2. Released almost 2 years ago.
- meboot_1.1-1. Released over 3 years ago.
- meboot_1.0-2. Released over 3 years ago.
- meboot_1.0-1. Released over 3 years ago.
- meboot_1.0-0. Released over 4 years ago.
- meboot_0.0.1. Released over 6 years ago.
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