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) . 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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install.packages("simul")

0.1.1 by Nicholas Williams, 7 days ago


https://github.com/nt-williams/simul#readme


Browse source code at https://github.com/cran/simul


Authors: Nicholas Williams [aut, cre, cph]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp

Suggests testthat

Linking to Rcpp


See at CRAN