Propagate uncertainty from several estimates when combining these estimates via a function.
    This is done by using the parametric bootstrap to simulate values from the distribution of each estimate to build up an empirical distribution of the combined parameter.
    Finally either the percentile method is used or the highest density interval is chosen to derive a confidence interval for the combined parameter with the desired coverage.
    Gaussian copulas are used for when parameters are assumed to be dependent / correlated.
    References: Davison and Hinkley (1997,ISBN:0-521-57471-4) for the parametric bootstrap and percentile method, Gelman et al. (2014,ISBN:978-1-4398-4095-5) for the highest density interval, Stockdale et al. (2020)<doi:10.1016/j.jhep.2020.04.008> for an example of combining conditional prevalences.

The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.

Calculate robust measures of effect sizes using the bootstrap.

Compare dissolution profiles with confidence interval of similarity
  factor f2 using bootstrap methodology as described in the literature, such as 
  Efron and Tibshirani (1993, ISBN:9780412042317), Davison and Hinkley (1997,
  ISBN:9780521573917), and Shah et al. (1998) <doi:10.1023/A:1011976615750>. 
  The package can also be used to simulate dissolution profiles based on 
  mathematical modelling and multivariate normal distribution.

Bootstrap based goodness-of-fit tests. It allows
    to perform rigorous statistical tests to check if a chosen
    model family is correct based on the marked empirical
    process. The implemented algorithms are described in
    (Dikta and Scheer (2021) <doi:10.1007/978-3-030-73480-0>)
    and can be applied
    to generalized linear models without any further implementation
    effort. As far as certain linearity conditions are fulfilled
    the resampling scheme are also applicable beyond generalized
    linear models. This is reflected in the software architecture
    which allows to reuse the resampling scheme by implementing
    only certain interfaces for models that are not supported
    natively by the package.