simul: Find Simultaneous Confidence Band Critical Value

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

Description

Find Simultaneous Confidence Band Critical Value

Usage

simul(x, eif, nobs, reps = 1e+05, level = 0.95)

Arguments

x	A list of parameter estimates.
eif	A list of empirical efficient influence functions corresponding to the estimates in x.
nobs	The number of observations.
reps	The number of repetitions to use for the multiplier bootstrap, the default is 1e5.
level	The confidence level for the critical value should be calculated for, the default is 0.95.

Value

The estimated critical value satisfying the requirements for a uniform confidence band around all estimates.

Examples

data(eif)
psi <- lapply(eif, function(x) mean(x))
n <- length(eif[[1]])
simul(psi, eif, n)

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