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 ) explains how the algorithm satisfies the ergodic theorem and the central limit theorem.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("meboot")

1.5 by Fred Viole, 9 months ago


Browse source code at https://github.com/cran/meboot


Authors: Hrishikesh D. Vinod [aut] , Javier López-de-Lacalle [aut] , Fred Viole [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on dynlm, nlme, hdrcde

Suggests boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, plm, zoo


Imported by GCEstim.

Depended on by generalCorr.

Suggested by ftsa.


See at CRAN