Package: meboot 1.5

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 [aut], Javier López-de-Lacalle [aut], Fred Viole [aut, cre]

meboot_1.5.tar.gz
meboot_1.5.tar.gz(r-4.7-arm64)meboot_1.5.tar.gz(r-4.7-x86_64)meboot_1.5.tar.gz(r-4.6-arm64)meboot_1.5.tar.gz(r-4.6-x86_64)
meboot_1.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
meboot/json (API)

# Install 'meboot' in R:
install.packages('meboot', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • ullwan - Data about Some of the S&P 500 Stock Prices
  • USconsum - Consumption and Disposable Income Data
  • USfygt - Long-term Treasury Bond Rates and Deficit Data Set

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

5.15 score 3 stars 3 packages 34 scripts 3.9k downloads 12 exports 81 dependencies

Last updated from:8709a139d0. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK253
linux-devel-x86_64OK145
source / vignettesOK235
linux-release-arm64OK137
linux-release-x86_64OK140
wasm-releaseOK726

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

Dependencies:abindashbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrdynlmfarverFNNforecastFormulafracdiffgenericsggplot2gluegtablehdrcdeisobandkernlabKernSmoothkslabelinglatticelifecyclelme4lmtestlocfitmagrittrMASSMatrixMatrixModelsmclustmgcvmicrobenchmarkminqamodelrmulticoolmvtnormnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpracmapurrrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrlangS7scalesSparseMstringistringrsurvivaltibbletidyrtidyselecttimeDateurcautf8vctrsviridisLitewithrzoo

Maximum Entropy Bootstrap for Time Series: The meboot R Package
Introduction | Maximum entropy bootstrap | Applications | Concluding remarks
Rendered frommeboot.Rnwusingutils::Sweave

Last update: 2026-01-10
Started: 2016-11-18

Maximum Entropy Bootstrap for Time Series: Toy Example Exposition
Rendered fromToy_Example_Exposition.Rnwusingutils::Sweave

Last update: 2023-04-02
Started: 2023-04-02