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.

Version: 0.1.1
Depends: R (≥ 2.10)
Imports: Rcpp
LinkingTo: Rcpp
Suggests: testthat
Published: 2021-02-22
Author: Nicholas Williams ORCID iD [aut, cre, cph]
Maintainer: Nicholas Williams <niw4001 at>
License: GPL-3
NeedsCompilation: yes
Materials: README
CRAN checks: simul results


Reference manual: simul.pdf
Package source: simul_0.1.1.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release: not available, r-oldrel: not available


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