meboot (1.4-7)

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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) explains how the algorithm satisfies the ergodic theorem and the central limit theorem.

Maintainer: Javier L?pez-de-Lacalle
Author(s): Hrishikesh D. Vinod <> and Javier Lpez-de-Lacalle

License: GPL (>= 2)

Uses: dynlm, nlme, boot, car, geepack, lmtest, plm, strucchange, zoo, ConvergenceConcepts
Reverse depends: generalCorr
Reverse suggests: ftsa

Released over 3 years ago.

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