meboot : Maximum Entropy Bootstrap for Time Series

Package: meboot
Version: 1.4-6
Date: 2015-06-09
Title: Maximum Entropy Bootstrap for Time Series
Author: Hrishikesh D. Vinod <Vinod@fordham.edu> and Javier
López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle@yahoo.es>
Encoding: UTF-8
Depends: R (>= 3.0.0), dynlm, nlme
Suggests: boot, car, ConvergenceConcepts, geepack, lmtest, strucchange,
plm, zoo
Description: This package performs 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.
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2015-06-09 20:52:30 UTC; javlacalle
Repository: CRAN
Date/Publication: 2015-06-10 02:23:38