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] (<>)
MaintainerNicholas Williams <>
Package repositoryView on CRAN
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simul documentation built on Feb. 23, 2021, 1:06 a.m.