Maximum Entropy Bootstrap for Time Series
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-27
- WARNING12 OK, 1 WARNING2026-06-14
- OK13 OK2026-06-09
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- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 15includes a package overview page
- Examples that run
- 100%9 run in a plain check
- Exported functions with examples
- 75%
- Documented parameters
- 97%
- Return-value docs
- 100%
- Help pages citing references
- 47%
Downloads
Dependencies
Installing meboot adds 72 packages (42 with compiled code, 61 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, doBy 4.3 MB.
Code & Tests
Datasets
People & History
Previously maintained by Javier López-de-Lacalle (1.0-0 to 1.4-7).
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- RR 4.6.0 released · 2026-04-24
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- RR 4.4.0 released · 2024-04-24
- 1.4-9.42023-08-22 · diff ↗
- RR 4.3.0 released · 2023-04-21
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- RR 4.2.0 released · 2022-04-22
- 1.4-9.22021-10-06 · diff ↗
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- 1.4-92021-05-29 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.4-8
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
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- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 1.4-72016-11-18 · diff ↗
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- 1.4-62015-06-10 · diff ↗
- RR 3.2.0 released · 2015-04-16
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- 1.4-32014-03-26 · diff ↗
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- RR 3.0.0 released · 2013-04-03
- 1.1-52012-09-13 · diff ↗
- RR 2.15.0 released · 2012-03-30
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- 1.1-3
- RR 2.14.0 released · 2011-10-31
- 1.1-22011-07-26 · diff ↗
- RR 2.13.0 released · 2011-04-13
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- RR 2.10.0 released · 2009-10-26
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- RR 2.9.0 released · 2009-04-17
- 1.0-02009-01-21 · diff ↗ ·
removed 1 export
panel.mebootadded 4 exports
meboot.default, meboot.pdata.frame, null.ci, olsHALL.b - RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- RR 2.6.0 released · 2007-10-03
- RR 2.5.0 released · 2007-04-24
- 0.0.12007-01-26
- RR 2.4.0 released · 2006-10-03
Package metadata
- First published
- 2007-01-26
- Total releases
- 22 / 19 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 10 KB / 3 files
- Download size
- 410 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("meboot")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.18637/jss.v029.i05.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.