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:	1.4-9.4
Depends:	R (≥ 3.5.0), dynlm, nlme, tdigest, hdrcde
Suggests:	boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, plm, zoo
Published:	2023-08-22
DOI:	10.32614/CRAN.package.meboot
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: Toy Example Exposition Maximum Entropy Bootstrap for Time Series: The meboot R Package

Downloads:

Package source:	meboot_1.4-9.4.tar.gz
Windows binaries:	r-devel: meboot_1.4-9.4.zip, r-release: meboot_1.4-9.4.zip, r-oldrel: meboot_1.4-9.4.zip
macOS binaries:	r-release (arm64): meboot_1.4-9.4.tgz, r-oldrel (arm64): meboot_1.4-9.4.tgz, r-release (x86_64): meboot_1.4-9.4.tgz, r-oldrel (x86_64): meboot_1.4-9.4.tgz
Old sources:	meboot archive

Reverse dependencies:

Reverse depends:	generalCorr
Reverse suggests:	ftsa

Linking:

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