simul v0.1.1
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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.
Readme
simul
Fast Simultaneous Confidence Bands Based on the Efficient Influence Function and Multiplier Bootstrap
Installation
You can install simul 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
Functions in simul
| Name | Description | |
| simul-package | simul: Fast Simultaneous Confidence Bands Based on the Efficient Influence Function and Multiplier Bootstrap | |
| eif | Simulated Efficient Influence Functions | |
| simul | Find Simultaneous Confidence Band Critical Value | |
| No Results! | ||
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Details
| Type | Package |
| License | GPL-3 |
| Encoding | UTF-8 |
| LazyData | true |
| RoxygenNote | 7.1.1 |
| LinkingTo | Rcpp |
| URL | https://github.com/nt-williams/simul#readme |
| NeedsCompilation | yes |
| Packaged | 2021-02-22 16:11:53 UTC; Nick |
| Repository | CRAN |
| Date/Publication | 2021-02-22 20:30:02 UTC |
| depends | R (>= 2.10) |
| imports | Rcpp |
| suggests | testthat |
| Contributors |
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