simul
From simul v0.1.1
by Nicholas Williams
Find Simultaneous Confidence Band Critical Value
Find Simultaneous Confidence Band Critical Value
Usage
simul(x, eif, nobs, reps = 1e+05, level = 0.95)Arguments
- x
A list of parameter estimates.
- eif
A list of empirical efficient influence functions corresponding to the estimates in
x.- nobs
The number of observations.
- reps
The number of repetitions to use for the multiplier bootstrap, the default is 1e5.
- level
The confidence level for the critical value should be calculated for, the default is 0.95.
Value
The estimated critical value satisfying the requirements for a uniform confidence band around all estimates.
Examples
# NOT RUN {
data(eif)
psi <- lapply(eif, function(x) mean(x))
n <- length(eif[[1]])
simul(psi, eif, n)
# }
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