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R Vinaigrettes

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Several years ago I began writing short notes usually with some focus on R implementations partly as an aide memoire and partly as a way to add some critical commentary on R packages, typically my own packages. At the time I wrote a blog entry as a genre manifesto for these notes that I called ``R Vinaigrettes'' -- which I will reproduce here in full:

Knuth's call for a literate programming style has spawned a new genre of statistical exposition, the R vignette, and thereby raised the dreary task of documenting computer code to the level of a minor art form, like finger painting or tap dancing. These vignettes are intended to reveal something of the authors contribution to the greater glory of data analysis, usually in the form of an R package.

This development has been enormously successful, and yet there is a general unease within the research community, a feeling that many of the almost 10,000 packages currently on CRAN have not received adequate vetting, or vignetting. In this spirit I would like to propose a new genre, the R vinaigrette. These would be brief communications that expose some feature, or bug, in the collective enterprise of statistical software. As the name suggests there should be something piquant about a vinaigrette, some lemon juice to balance the oils, or mustard, or vinegar. I would only insist that, like the vignette, the vinaigrette must be reproducible. Ideally, they should also satisfy the Kolmogorov dictum that every single discovery should fit in a four-page Doklady note, since "the human brain is not capable of creating anything more complicated at one time." [quoted in Kolmogorov .]

I've collected a few of these here and list them in very approximate chronological order.

On Distributional vs. Quantile Regression pdf

Targeted Maximum Likelihood Estimation pdf

A Gaussian Compound Decision Bakeoff pdf

Medde: Maximum Entropy Deregularized Density Estimation pdf

Edgeworth on Banking pdf

Bayesian Deconvolution pdf

Quantile Selection Models pdf

The ``Tomato Salad Problem'' Problem pdf

Implemenetation of Renyi Penalized Density Estimation pdf

The Group Lasso for Quantile Regression pdf

Bivariate Exchangeability pdf

Empirical Bayes Confidence Intervals pdf

Conformal Quantile Regression pdf

Extremal Quantile Regression Inference pdf

Deracinated Quantile Regression pdf

Lambda Selection pdf

Quantile Regression Methods pdf Auxilliary Files tar.gz

Computing Sample Quantiles pdf Auxilliary Files tar.gz

Pava and Pavlova pdf

Bradley-Terry and the Ranking Lasso pdf

A Tutorial for Invidious Comparisons pdf

Evaluating Covid Quantile Forecasts pdf

Denoising the Banana pdf

How Quantile Regression Rescued Happiness pdf

Borges pdf

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