Ryan

icon indicating a website link rgiordan.github.io icon indicating an email [email protected]

icon company UC Berkeley icon location Berkeley, CA icon location I'm an assistant professor of statistics at UC Berkeley. I have worked at Google and in the US Peace Corps.

Results 23 issues of Ryan

Allow approximations to be used in other differentiable functions

1 comment

Done for linear approximation in https://github.com/rgiordan/vittles/pull/13

enhancement

Draw order inconsistent with `posterior_linpred` and `posterior_epred`

#### Summary: It appears that every invocation of `posterior_linpred` and `posterior_epred` gives a different permutation of the draws. This prevents users from doing posterior calculations (e.g. covariances) using the draws....

Improve block bootstrap efficiency

https://github.com/rgiordan/StanSensitivity/blob/648bf68795d4cbbbd5a9acb289db0c01eef559cd/rstansensitivity/R/covariance_standard_errors_lib.R#L124C3-L125C1 I've implemented a much faster version in [MrPaw](https://github.com/rgiordan/mrpaw/blob/f3a86cfd159fdb90fd92caec0883fb35251567ee/R/utils_lib.R#L64). Not sure whether it's worth copying over to this old repository.