README.md
In nt-williams/simul: Fast Simultaneous Confidence Bands Based on the Efficient Influence Function and Multiplier Bootstrap
simul
Fast Simultaneous Confidence Bands Based on the Efficient Influence
Function and Multiplier Bootstrap
Installation
simul can be installed from CRAN with:
install.packages("simul")
or from GitHub with:
devtools::install_github("nt-williams/simul")
Scope
Compute fast 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).
References
Edward H. Kennedy (2019) Nonparametric Causal Effects Based on
Incremental Propensity Score Interventions, Journal of the American
Statistical Association, 114:526, 645-656, DOI:
10.1080/01621459.2017.1422737
License
GPLv3 @ Nicholas Williams
nt-williams/simul documentation built on May 29, 2021, 7:41 a.m.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
simul
Fast Simultaneous Confidence Bands Based on the Efficient Influence Function and Multiplier Bootstrap
Installation
simul can be installed from CRAN with:
install.packages("simul")
or from GitHub with:
devtools::install_github("nt-williams/simul")
Scope
Compute fast 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).
References
Edward H. Kennedy (2019) Nonparametric Causal Effects Based on Incremental Propensity Score Interventions, Journal of the American Statistical Association, 114:526, 645-656, DOI: 10.1080/01621459.2017.1422737
License
GPLv3 @ Nicholas Williams
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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