simul-package

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simul: 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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Documentation reproduced from package simul, version 0.1.1, License: GPL-3

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