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: | 0.0.1 |
| Depends: | R (≥ 2.0.0) |
| Suggests: | tcltk, plm, geepack |
| Date: | 2007/01/26 |
| Author: | Hrishikesh D. Vinod and Javier López-de-Lacalle |
| Maintainer: | Javier López-de-Lacalle <javlacalle at yahoo.es> |
| License: | GPL version 2 or newer |
| In views: | Econometrics |
| CRAN checks: | meboot results |
Downloads:
| Package source: | meboot_0.0.1.tar.gz |
| MacOS X binary: | meboot_0.0.1.tgz |
| Windows binary: | meboot_0.0.1.zip |
| Reference manual: | meboot.pdf |