Valerio Gherardi
Linear regression with autocorrelated noise
Effects of noise autocorrelation on linear regression. Explicit formulae and a simple simulation.
Model Misspecification and Linear Sandwiches
Being wrong in the right way. With R excerpts.
Consistency and bias of OLS estimators
OLS estimators are consistent but generally biased - here's an example.
Bayes, Neyman and the Magic Piggy Bank
Compares frequentist properties of credible intervals and confidence intervals in a gambling game involving a magic piggy bank.
Correlation Without Causation
*Cum hoc ergo propter hoc*
How to get away with selection. Part II: Mathematical Framework
Mathematicals details on Selective Inference, model misspecification and coverage guarantees.
How to get away with selection. Part I: Introduction
Introducing the problem of Selective Inference, illustrated through a simple simulation in R.
kgrams v0.1.2 on CRAN
kgrams: Classical k-gram Language Models in R.
R Client for R-universe APIs
Introducing W.I.P. {runiv}, an R package to interact with R-universe repository APIs
Automatic resumes of your R-developer portfolio from your R-Universe
Create automatic resumes of your R packages using the R-Universe API.
{r2r} now on CRAN
Introducing {r2r}, an R implementation of hash tables.
Test post
A short description of the post.