nt-williams / simul

:package: Simultaneous Confidence Bands Based on the Efficient Influence Function and Multiplier Bootstrap :books: :crystal_ball: :satellite:

simul

Fast Simultaneous Confidence Bands Based on the Efficient Influence Function and Multiplier Bootstrap

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Installation

simul can be installed from CRAN with:

install.packages("simul")

or 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