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: 1.4-3
Depends: R (≥ 2.0.0), dynlm, nlme
Suggests: boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, tcltk, plm, zoo
Published: 2014-03-26
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

Downloads:

Reference manual: meboot.pdf
Package source: meboot_1.4-3.tar.gz
OS X binary: meboot_1.4-3.tgz
Windows binary: meboot_1.4-3.zip
Old sources: meboot archive