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.

Documentation

Manual: meboot.pdf
Vignette: meboot-vignette

Maintainer: Javier López-de-Lacalle <javlacalle at yahoo.es>

Author(s): Hrishikesh D. Vinod <Vinod at fordham.edu> and Javier López-de-Lacalle

Install package and any missing dependencies by running this line in your R console:

install.packages("meboot")

Depends R (>= 3.0.0), dynlm, nlme
Imports
Suggests boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, plm, zoo
Enhances
Linking to
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depends
generalCorr
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imports
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suggests
ftsa
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enhances
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linking to

Package meboot
Materials
URL
Task Views Econometrics , TimeSeries
Version 1.4-7
Published 2016-11-18
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks meboot check results
Package source meboot_1.4-7.tar.gz