Maximum Entropy Bootstrap for Time Series


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Documentation for package ‘meboot’ version 1.4-9.4

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meboot-package Generate Maximum Entropy Bootstrapped Time Series Ensemble
checkConv Check Convergence
elapsedtime Internal Function
expand.sd Expand the Standard Deviation of Resamples
flexMeboot Flexible Extension of the Maximum Entropy Bootstrap Procedure
force.clt Enforce Central Limit Theorem
meboot Generate Maximum Entropy Bootstrapped Time Series Ensemble
meboot.part meboot Internal Function
meboot.pdata.frame Maximum Entropy Bootstrap for Panel Time Series Data
mebootSpear Generate Maximum Entropy Bootstrapped Time Series Ensemble Specifying Rank Correlation
null.ci Get Confidence Interval Around Specified NullZero Total
olsHALL.b OLS regression model for consumption
ullwan Data about Some of the S&P 500 Stock Prices
USconsum Consumption and Disposable Income Data (Annual 1948-1998)
USfygt Long-term Treasury Bond Rates and Deficit Data Set (Annual 1948-200)
zero.ci Get Confidence Interval Around Zero