meboot (1.4-7)

0 users

Maximum Entropy Bootstrap for Time Series.

http://cran.r-project.org/web/packages/meboot

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 Lpez-de-Lacalle

License: GPL (>= 2)

Uses: dynlm, nlme, boot, car, geepack, lmtest, plm, strucchange, zoo, ConvergenceConcepts
Reverse depends: generalCorr
Reverse suggests: ftsa

Released 6 months ago.


13 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of meboot yet. Want to be the first? Write one now.


Related packages: AER, boot, dynlm, Ecdat, FinTS, MSBVAR, strucchange, tsDyn, tseries, tsfa, urca, vars, zoo, xts, expsmooth, fma, forecast, Mcomp, CADFtest, apt(20 best matches, based on common tags.)


Search for meboot on google, google scholar, r-help, r-devel.

Visit meboot on R Graphical Manual.