force.clt {meboot} | R Documentation |
Function to enforce the maximum entropy bootstrap resamples to satisfy the central limit theorem.
force.clt (x, ensemble)
x |
a vector of data or a time series object. |
ensemble |
a matrix or 'mts' object containing resamples of the original data in 'x'. |
Revised matrix satisfying the central limit theorem.
set.seed(345) out <- meboot(x=AirPassengers, reps=100, trim=0.10, reachbnd=FALSE, elaps=TRUE) cm1 <- colMeans(out$ensemb) # Note that the column means are somewhat non-normal qqnorm(cm1) clt.ens <- force.clt(x=AirPassengers, ensemble=out$ensemble) cm2 <- colMeans(clt.ens) # Note that the columns are closer to being normal qqnorm(cm2)