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: |
1.4-8 |
| Depends: |
R (≥ 3.0.0), dynlm, nlme, tdigest |
| Suggests: |
boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, plm, zoo |
| Published: |
2020-06-29 |
| Author: |
Hrishikesh D. Vinod, Javier
López-de-Lacalle, and Fred Viole |
| Maintainer: |
Fred Viole <fviole at fordham.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Citation: |
meboot citation info |
| In views: |
Econometrics, TimeSeries |
| CRAN checks: |
meboot results |