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: |
1.0-1 |
| Depends: |
R (≥ 2.0.0), dynlm, plm, kinship, survival, splines, nlme, lattice, zoo |
| Suggests: |
tcltk, geepack, car, lmtest, boot, hdrcde |
| Published: |
2009-09-29 |
| Author: |
Hrishikesh D. Vinod and Javier
L\'opez-de-Lacalle |
| Maintainer: |
Javier L\'opez-de-Lacalle <javlacalle at yahoo.es> |
| License: |
GPL (≥ 2) |
| Citation: |
meboot citation info |
| In views: |
Econometrics, TimeSeries |
| CRAN checks: |
meboot results |