nt-williams/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.
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Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.1.2 |
| URL | https://github.com/nt-williams/simul#readme |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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