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.
Version: 1.4-9.4 Depends: R (≥ 3.5.0), dynlm, nlme, tdigest, hdrcde Suggests: boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, plm, zoo Published: 2023-08-22 DOI: 10.32614/CRAN.package.meboot 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 Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=meboot to link to this page.
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