Name : R-meboot
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Version : 1.4.9.4
| Vendor : obs://build_opensuse_org/devel:languages:R
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Release : 9.1
| Date : 2024-09-30 17:13:15
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Group : Development/Libraries/Other
| Source RPM : R-meboot-1.4.9.4-9.1.src.rpm
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Size : 0.51 MB
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Packager : (none)
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Summary : Maximum Entropy Bootstrap for Time Series
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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.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |