Nicholas Williams

Nicholas Williams

2 packages on CRAN

lmtp

cran
99.99th

Percentile

Non-parametric estimators for casual effects based on longitudinal modified treatment policies as described in Diaz, Williams, and Hoffman (<arXiv:2006.01366>), traditional point treatment, and traditional longitudinal effects. Continuous, binary, and categorical treatments are allowed as well are censored outcomes. The treatment mechanism is estimated via a density ratio classification procedure irrespective of treatment variable type. For both continuous and binary outcomes, additive treatment effects can be calculated and relative risks and odds ratios may be calculated for binary outcomes.

simul

cran
99.99th

Percentile

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.