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: |
1.4-9.5 |
| Depends: |
R (≥ 3.5.0), dynlm, nlme, tdigest, hdrcde |
| Suggests: |
boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, plm, zoo |
| Published: |
2026-01-10 |
| DOI: |
10.32614/CRAN.package.meboot |
| Author: |
Hrishikesh D. Vinod [aut],
Javier López-de-Lacalle [aut],
Fred Viole [aut, cre] |
| Maintainer: |
Fred Viole <ovvo.open.source at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Citation: |
meboot citation info |
| In views: |
Econometrics, TimeSeries |
| CRAN checks: |
meboot results |