meboot (0.0.1)

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.

Maintainer: Javier L?pez-de-Lacalle
Author(s): Hrishikesh D. Vinod <> and Javier L?pez-de-Lacalle

License: GPL version 2 or newer

Uses: geepack, plm
Reverse depends: generalCorr
Reverse suggests: ftsa

Released about 13 years ago.