meboot: Maximum Entropy Bootstrap for Time Series

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.

Version: 1.4-9.4
Depends: R (≥ 3.5.0), dynlm, nlme, tdigest, hdrcde
Suggests: boot, car, ConvergenceConcepts, geepack, lmtest, strucchange, plm, zoo
Published: 2023-08-22
DOI: 10.32614/CRAN.package.meboot
Author: Hrishikesh D. Vinod, Javier López-de-Lacalle, and Fred Viole
Maintainer: Fred Viole <fviole at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: meboot citation info
In views: Econometrics, TimeSeries
CRAN checks: meboot results


Reference manual: meboot.pdf
Vignettes: Maximum Entropy Bootstrap for Time Series: Toy Example Exposition
Maximum Entropy Bootstrap for Time Series: The meboot R Package


Package source: meboot_1.4-9.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): meboot_1.4-9.4.tgz, r-oldrel (arm64): meboot_1.4-9.4.tgz, r-release (x86_64): meboot_1.4-9.4.tgz, r-oldrel (x86_64): meboot_1.4-9.4.tgz
Old sources: meboot archive

Reverse dependencies:

Reverse depends: generalCorr
Reverse suggests: ftsa


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