Maximum Entropy Bootstrap for Time Series: The meboot R Package

View Researcher's Other Codes

Disclaimer: The provided code links for this paper are external links. Science Nest has no responsibility for the accuracy, legality or content of these links. Also, by downloading this code(s), you agree to comply with the terms of use as set out by the author(s) of the code(s).

Authors Hrishikesh D. Vinod, Javier López-de-Lacalle
Journal/Conference Name Journal of Statistical Software
Paper Category
Paper Abstract The maximum entropy bootstrap is an algorithm that creates an ensemble for time series inference. Stationarity is not required and the ensemble satisfies the ergodic theorem and the central limit theorem. The meboot R package implements such algorithm. This document introduces the procedure and illustrates its scope by means of several guided applications.
Date of publication 2009
Code Programming Language R

Copyright Researcher 2022