Current Volume | Browse | Search | RSSHome | Instructions for Authors | JSS Style Guide | Editorial Board

Authors: Hrishikesh D. Vinod, Javier Lopez-de-Lacalle
Title: [download]
(7448)
Maximum Entropy Bootstrap for Time Series: The meboot R Package
Reference: Vol. 29, Issue 5, Jan 2009
Submitted 2007-10-17, Accepted 2008-07-04
Type: Article
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.

Paper: [download]
(7448)
Maximum Entropy Bootstrap for Time Series: The meboot R Package
(application/pdf, 473.8 KB)
Supplements: [download]
(1185)
meboot_1.0-0.tar.gz: R source package
(application/x-gzip, 496 KB)
[download]
(1125)
v29i05.R: R example code from the paper
(application/zip, 2.1 KB)
[download]
(1246)
airp_animation.avi: AVI video illustrating ME bootstrap
(application/zip, 160.3 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
Current Volume | Browse | Search | RSSHome | Instructions for Authors | JSS Style Guide | Editorial Board