simul-package: simul: Fast Simultaneous Confidence Bands Based on the...
In simul: Fast Simultaneous Confidence Bands Based on the Efficient Influence Function and Multiplier Bootstrap
Description
Author(s)
See Also
Description
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.
Author(s)
Maintainer: Nicholas Williams niw4001@med.cornell.edu (ORCID) [copyright holder]
See Also
Useful links:
simul documentation built on Feb. 23, 2021, 1:06 a.m.
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Description Author(s) See Also
Description
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.
Author(s)
Maintainer: Nicholas Williams niw4001@med.cornell.edu (ORCID) [copyright holder]
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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