Published by the Foundation for Open Access Statistics
Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Maximum Entropy Bootstrap for Time Series: The meboot R Package | Vinod | Journal of Statistical Software
Authors: Hrishikesh D. Vinod, Javier Lopez-de-Lacalle
Title: Maximum Entropy Bootstrap for Time Series: The meboot R Package
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.

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Paper: Maximum Entropy Bootstrap for Time Series: The meboot R Package     Download PDF (Downloads: 11104)
Supplements:
meboot_1.0-0.tar.gz: R source package Download (Downloads: 1340; 496KB)
v29i05.R.zip: v29i05.R: R example code from the paper Download (Downloads: 1301; 2KB)
airp_animation.avi.zip: airp_animation.avi: AVI video illustrating ME bootstrap Download (Downloads: 1411; 160KB)
DOI: 10.18637/jss.v029.i05

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.