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

meboot_1.4-9.4.tar.gz
meboot_1.4-9.4.tar.gz(r-4.5-noble)meboot_1.4-9.4.tar.gz(r-4.4-noble)
meboot_1.4-9.4.tgz(r-4.4-emscripten)meboot_1.4-9.4.tgz(r-4.3-emscripten)
meboot.pdf |meboot.html✨
meboot/json (API)

# Install 'meboot' in R:
install.packages('meboot', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • USconsum - Consumption and Disposable Income Data
  • USfygt - Long-term Treasury Bond Rates and Deficit Data Set
  • ullwan - Data about Some of the S&P 500 Stock Prices

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

3.84 score 2 stars 2 packages 29 scripts 701 downloads 12 exports 75 dependencies

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

TargetResultDate
Doc / VignettesOKNov 14 2024
R-4.5-linux-x86_64OKNov 14 2024

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

Dependencies:abindashbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrdynlmfansifarverFNNFormulagenericsggplot2gluegtablehdrcdeisobandkernlabKernSmoothkslabelinglatticelifecyclelme4lmtestlocfitmagrittrMASSMatrixMatrixModelsmclustmgcvmicrobenchmarkminqamodelrmulticoolmunsellmvtnormnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpracmapurrrquantregR6RColorBrewerRcppRcppEigenrlangscalesSparseMstringistringrsurvivaltdigesttibbletidyrtidyselectutf8vctrsviridisLitewithrzoo

Maximum Entropy Bootstrap for Time Series: The meboot R Package

Rendered frommeboot.Rnwusingutils::Sweaveon Nov 14 2024.

Last update: 2023-04-02
Started: 2016-11-18

Maximum Entropy Bootstrap for Time Series: Toy Example Exposition

Rendered fromToy_Example_Exposition.Rnwusingutils::Sweaveon Nov 14 2024.

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