Skip to content

meboot

Maximum Entropy Bootstrap for Time Series

v1.5 · Jan 18, 2026 · GPL (>= 2)
CRAN GitHub Mirror

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.

Downloads

2.9K

Last 30 days

2484th

9.3K

Last 90 days

23.7K

Last year

Trend: -6% (30d vs prior 30d)

CRAN Check Status

14 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (3)

depends

generalCorr

imports

GCEstim

suggests

ftsa

Dependency Network

Dependencies Reverse dependencies dynlm nlme hdrcde generalCorr GCEstim ftsa meboot

Version History

new 1.5 Mar 10, 2026
updated 1.5 ← 1.4-9.5 diff Jan 18, 2026
updated 1.4-9.5 ← 1.4-9.4 diff Jan 9, 2026
updated 1.4-9.4 ← 1.4-9.3 diff Aug 21, 2023
updated 1.4-9.3 ← 1.4-9.2 diff Apr 1, 2023
updated 1.4-9.2 ← 1.4-9.1 diff Oct 5, 2021
updated 1.4-9.1 ← 1.4-9 diff Jul 9, 2021
updated 1.4-9 ← 1.4-8 diff May 28, 2021
updated 1.4-8 ← 1.4-7 diff Jun 28, 2020
updated 1.4-7 ← 1.4-6 diff Nov 17, 2016
updated 1.4-6 ← 1.4-5 diff Jun 9, 2015
updated 1.4-5 ← 1.4-3 diff Sep 27, 2014
updated 1.4-3 ← 1.3-0 diff Mar 25, 2014
updated 1.3-0 ← 1.1-5 diff Jul 22, 2013
updated 1.1-5 ← 1.1-4 diff Sep 12, 2012
updated 1.1-4 ← 1.1-3 diff Mar 4, 2012
updated 1.1-3 ← 1.1-2 diff Jan 5, 2012
updated 1.1-2 ← 1.1-1 diff Jul 25, 2011
updated 1.1-1 ← 1.0-2 diff Dec 5, 2009
updated 1.0-2 ← 1.0-1 diff Nov 19, 2009