Package: meboot 1.4-9.4

Fred Viole

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.

Authors:Hrishikesh D. Vinod <[email protected]>, Javier López-de-Lacalle <[email protected]>, and Fred Viole

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12 exports 2 stars 0.82 score 74 dependencies 2 dependents 28 scripts 880 downloads

Last updated 1 years agofrom:42e4e93fca. Checks:OK: 2. Indexed: yes.

Exports:checkConvelapsedtimeexpand.sdflexMebootforce.cltmebootmeboot.partmeboot.pdata.framemebootSpearnull.ciolsHALL.bzero.ci

Dependencies:abindashbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrdynlmfansifarverFNNgenericsggplot2gluegtablehdrcdeisobandkernlabKernSmoothkslabelinglatticelifecyclelme4lmtestlocfitmagrittrMASSMatrixMatrixModelsmclustmgcvmicrobenchmarkminqamodelrmulticoolmunsellmvtnormnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpracmapurrrquantregR6RColorBrewerRcppRcppEigenrlangscalesSparseMstringistringrsurvivaltdigesttibbletidyrtidyselectutf8vctrsviridisLitewithrzoo