No articles match
Comparing HC Estimators2 months ago
Fit one model | Run several methods | Compare one coefficient | Plot the robust standard errors | Compare confidence intervals directly | Compare covariance objects | Compare diagnostics across methods | What to report
Feasible GLS under multiplicative heteroskedasticity2 months ago
HC inference versus feasible GLS | The multiplicative variance model | Two estimators | Harvey two-step | Maximum likelihood | Data and model | Maximum likelihood fit | Extracting the fit | Custom variance models | Model selection with AIC and BIC | Comparison with HC standard errors | Practical guidance
HC Estimator Methodology2 months ago
The model and the target covariance matrix | The sandwich form | The hat matrix and leverage | Residual compression | The classical HC family | HC5 and HC5m | Overshooting | HCbeta motivation | HCbeta construction | Normal Wald inference | Practical guidance | Implementation notes | References
Introduction to hcinfer2 months ago
Data and model | Available estimators | Robust inference | Test extraction | Confidence interval extraction | Coefficients and covariance matrices | Covariance-only workflow | Plots | Typical workflow
Pairs bootstrap inference with hcinfer2 months ago
The method | Data and model | Running the bootstrap | Extractors | Visualizing the intervals | An empirical reference for HC standard errors | Reproducibility | Running in parallel | Practical guidance
The HCbeta algorithm and its consistency2 months ago
Motivation | The algorithm | Consistency | Numerical implementation
Using HCbeta2 months ago
Run HCbeta | Inspect HCbeta parameters | Inspect leverage and weights | Run a sensitivity check
Applied Calibration Workflow4 months ago
Goal | Prepare the data | Fit a classifier | Fit calibrators | Compare calibration metrics | Plot the calibrated probabilities
Calibrating Binary Probabilities4 months ago
Why calibration matters | A three-split workflow | Fit a calibrator | Compare methods | Reliability diagram | Cross-validated calibration | Optional reference validation | Current scope
Choosing a Calibrator4 months ago
The main decision | Match the input scale | Compare methods on held-out data | Practical guidance
Multiclass Calibration4 months ago
From two classes to several | Simulating an overconfident classifier | Measuring multiclass calibration | Temperature scaling on logits | Dirichlet calibration on probabilities | One-vs-rest calibration | Comparing the calibrators | Reliability diagram | Out-of-fold calibration | Scope
Numerical Validation4 months ago
Purpose | Optional checks | Why not compare every method | Running the optional tests
It works for any univariate distribution2 years ago
Modified Beta Weibull distribution | Modified Beta Gamma distribution
Acceptance and rejection method2 years ago
Understanding the Method | Installation and loading the package | Using the accept_reject Function | Examples | Generating discrete observations | Generating continuous observations | Accessing metadata
QQ-Plot2 years ago
Quantile-Quantile Plot | General usage format: | Examples | Discrete case | Continuous case
Specifying a base probability density function3 years ago
Motivation | Example of inspection