meboot: Maximum Entropy Bootstrap for Time Series

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 <doi:10.1016/j.jempfin.2003.06.002>) explains how the algorithm satisfies the ergodic theorem and the central limit theorem.

Version: 1.4-9.2
Depends: R (≥ 3.5.0), dynlm, nlme, tdigest, hdrcde
Suggests: boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, plm, zoo
Published: 2021-10-06
Author: Hrishikesh D. Vinod, Javier López-de-Lacalle, and Fred Viole
Maintainer: Fred Viole <fviole at fordham.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: meboot citation info
In views: Econometrics, TimeSeries
CRAN checks: meboot results

Documentation:

Reference manual: meboot.pdf
Vignettes: Maximum Entropy Bootstrap for Time Series: The meboot R Package

Downloads:

Package source: meboot_1.4-9.2.tar.gz
Windows binaries: r-devel: meboot_1.4-9.2.zip, r-devel-UCRT: meboot_1.4-9.2.zip, r-release: meboot_1.4-9.2.zip, r-oldrel: meboot_1.4-9.2.zip
macOS binaries: r-release (arm64): meboot_1.4-9.1.tgz, r-release (x86_64): meboot_1.4-9.2.tgz, r-oldrel: meboot_1.4-9.2.tgz
Old sources: meboot archive

Reverse dependencies:

Reverse depends: generalCorr
Reverse imports: NNS
Reverse suggests: ftsa

Linking:

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