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.

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simul

License: GPL
v3 R build
status

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
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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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