Description
Parametric Bootstrapping to Control Rank Conditional Coverage.
Description
Functions to implement the parametric and non-parametric bootstrap confidence interval methods described in Morrison and Simon (2017) <arXiv:1702.06986>.
README.md
rcc
This package implements the boostrapping confidence interval methods described in "Rank conditional coverage and confidence intervals in high dimensional problems" by Jean Morrison and Noah Simon.
To install:
library(devtools)
devtools::install_git("https://github.com/jean997/rcc.git")