simul-package

_PACKAGE

<p>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) &lt;doi:10.1080/01621459.2017.1422737&gt;. The multiplier bootstrap does not require 
  resampling of the data but only simulation of the multipliers and is thus computationally efficient.</p>

internal

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.

Nicholas Williams

simul-package: simul: Fast Simultaneous Confidence Bands Based on the Efficient Influence Function and Multiplier Bootstrap

Description

Arguments

See Also