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Maximum Entropy Bootstrap for Time Series

3packages depend
33Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by Fred VioleFirst published 2007-01-2622 releasesCRAN page ↗

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

CRAN checks
13OK
Slowest check: 3.5 min · r-devel-linux-x86_64-fedora-clang
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
3
Dependencies · direct
Check history
  • OK2026-06-27
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • WARNING2026-06-14
    12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-06-09
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-08
    12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
97%
Return-value docs
100%
References docs
47%

Downloads

33K
CRAN downloads in the past year
Rank #2,358 · ~90/day · ~2.8K/mo
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1.5K30 days
9.6K90 days
33K1 year
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Dependencies

Declared dependencies
9 external dependencies (excludes base and recommended)
Depends (4)
R >= 3.5.0dynlmnlmehdrcde
Imports (0)
none
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
3direct
1indirect

Code & Tests

Datasets

People & History

People (3)
Maintainer (1)
Author, Maintainer · added in 1.4-9.5
Authors (3)
Author, Maintainer · added in 1.4-9.5
Author · added in 1.0-2
Listed in earlier versions (3)
no longer listed · 1.0-0 to 1.0-1
no longer listed · 1.4-8 to 1.4-9.4
no longer listed · 1.4-9.5 to 1.5
Package Timeline

22 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.5Latest
    2026-01-19 · current release · diff ↗
  • 1.4-9.5
    2026-01-10 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 1.4-9.4
    2023-08-22 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 1.4-9.3
    2023-04-02 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 1.4-9.2
    2021-10-06 · diff ↗
  • 1.4-9.1
    2021-07-10 · diff ↗
  • 1.4-9
    2021-05-29 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 1.4-8
    2020-06-29 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
Show 32 earlier events
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • 1.4-7
    2016-11-18 · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • 1.4-6
    2015-06-10 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • 1.4-5
    2014-09-28 · diff ↗
  • R
    R 3.1.0 released · 2014-04-10
  • 1.4-3
    2014-03-26 · diff ↗
  • 1.3-0
    2013-07-23 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • 1.1-5
    2012-09-13 · diff ↗
  • R
    R 2.15.0 released · 2012-03-30
  • 1.1-4
    2012-03-05 · diff ↗
  • 1.1-3
    2012-01-06 · diff ↗
  • R
    R 2.14.0 released · 2011-10-31
  • 1.1-2
    2011-07-26 · diff ↗
  • R
    R 2.13.0 released · 2011-04-13
  • R
    R 2.12.0 released · 2010-10-15
  • R
    R 2.11.0 released · 2010-04-22
  • 1.1-1
    2009-12-06 · diff ↗
  • 1.0-2
    2009-11-20 · diff ↗
  • R
    R 2.10.0 released · 2009-10-26
  • 1.0-1
    2009-09-29 · diff ↗
  • R
    R 2.9.0 released · 2009-04-17
  • 1.0-0
    2009-01-21 · diff ↗
  • R
    R 2.8.0 released · 2008-10-20
  • R
    R 2.7.0 released · 2008-04-22
  • R
    R 2.6.0 released · 2007-10-03
  • R
    R 2.5.0 released · 2007-04-24
  • 0.0.1
    2007-01-26
  • R
    R 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
Installed size
not tracked yet
With dependencies
not tracked yet
Appears in task views
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