Fast Simultaneous Confidence Bands Based on the Efficient Influence Function and Multiplier Bootstrap
simul can be installed from CRAN with:
install.packages("simul")or from GitHub with:
devtools::install_github("nt-williams/simul")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).
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
GPLv3 @ Nicholas Williams