simul: Fast Simultaneous Confidence Bands Based on the Efficient Influence Function and Multiplier Bootstrap

Compute critical values for constructing uniform (simultaneous) confidence bands. The critical value is calculated using a multiplier bootstrap of the empirical efficient influence function as described by Kennedy (2019) <doi:10.1080/01621459.2017.1422737>. The multiplier bootstrap does not require resampling of the data but only simulation of the multipliers and is thus computationally efficient.

Package details

AuthorNicholas Williams [aut, cre, cph] (<https://orcid.org/0000-0002-1378-4831>)
MaintainerNicholas Williams <niw4001@med.cornell.edu>
LicenseGPL-3
Version0.1.1
URL https://github.com/nt-williams/simul#readme
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("simul")

Try the simul package in your browser

Any scripts or data that you put into this service are public.

simul documentation built on Feb. 23, 2021, 1:06 a.m.