# 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.

# 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

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!