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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 |
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Author | Nicholas Williams [aut, cre, cph] (<https://orcid.org/0000-0002-1378-4831>) |
Maintainer | Nicholas Williams <niw4001@med.cornell.edu> |
License | GPL-3 |
Version | 0.1.1 |
URL | https://github.com/nt-williams/simul#readme |
Package repository | View on CRAN |
Installation |
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