Package: meboot
Version: 1.4-9.4
Date: 2023-08-22
Title: Maximum Entropy Bootstrap for Time Series
Author: Hrishikesh D. Vinod <Vinod@fordham.edu>, Javier
        López-de-Lacalle <javlacalle@yahoo.es>, and Fred Viole
Maintainer: Fred Viole <fviole@fordham.edu>
Encoding: UTF-8
Depends: R (>= 3.5.0), dynlm, nlme, tdigest, hdrcde
Suggests: boot, car, ConvergenceConcepts, geepack, lmtest, strucchange,
        plm, zoo
Description: 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.
License: GPL (>= 2)
NeedsCompilation: yes
RoxygenNote: 7.1.1
LazyData: true
Packaged: 2023-08-22 19:51:55 UTC; fredv
Repository: CRAN
Date/Publication: 2023-08-22 20:20:02 UTC
Built: R 4.2.0; x86_64-apple-darwin17.0; 2023-08-23 12:53:51 UTC; unix
Archs: meboot.so.dSYM
