meboot
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 <DOI:10.1016/j.jempfin.2003.06.002>) explains how the algorithm satisfies the ergodic theorem and the central limit theorem.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.5 |
rolling linux/jammy R-4.5 | meboot_1.5.tar.gz |
380.6 KiB |
1.5 |
rolling linux/noble R-4.5 | meboot_1.5.tar.gz |
380.6 KiB |
1.5 |
rolling source/ R- | meboot_1.5.tar.gz |
412.1 KiB |
1.5 |
latest linux/jammy R-4.5 | meboot_1.5.tar.gz |
380.6 KiB |
1.5 |
latest linux/noble R-4.5 | meboot_1.5.tar.gz |
380.6 KiB |
1.5 |
latest source/ R- | meboot_1.5.tar.gz |
412.1 KiB |
1.5 |
2026-04-26 source/ R- | meboot_1.5.tar.gz |
412.1 KiB |
1.5 |
2026-04-23 source/ R- | meboot_1.5.tar.gz |
412.1 KiB |
1.5 |
2026-04-09 windows/windows R-4.5 | meboot_1.5.zip |
387.8 KiB |
1.4-9.4 |
2025-04-20 source/ R- | meboot_1.4-9.4.tar.gz |
451.7 KiB |