simul

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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.

Aliases
  • simul
Examples
# NOT RUN {
data(eif)
psi <- lapply(eif, function(x) mean(x))
n <- length(eif[[1]])
simul(psi, eif, n)
# }
Documentation reproduced from package simul, version 0.1.1, License: GPL-3

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