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Is there a solution to compute variance inflation factors (VIFs) from `fixest` objects? To the best of my knowledge, `car::vif()` only accepts "base `R`" model objects, such as `lm` or `glm`.
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When I try the SegNeXt training with different random seeds, I find that the mIoU will have a large variance (up to 1% to 2%).
Tiny
![image](https://user-images.githubusercontent.com/125171826/218…
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**Description**
Zero variance matrix components are reported by **adjust.exe** in `--report-results` mode when a phased-staged adjustment is run. The effects are seen in:
- *.apu (zero variance …
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I was just running and wanted to fix `residual_variance`. But when I specify it,
it is not actually fixed (due to default that `estimate_residual_variance=TRUE`).
Similar is true for `scaled_prior…
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Current variance calculations for Cohen's d assume normal distribution. Seek another approach?
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generate report data for variance between months
- 2019 JAN DAILY vs 2019 FEB DAILY
- 2019 JAN DAILY vs 2020 JAN DAILY
psuedocode:
1. generate daily reports as per previous
1. use exi…
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We still need to specify a table that maps variables (i.e. production, trade, losses, etc.) and flags (i.e. official, semi-official, etc.) into corresponding uncertainties. These uncertainties should…
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**Describe the bug**
Generating this function is impossible:
```kotlin
fun foo(): Array = TODO()
```
Note that this prevents an entire family of functions from being generated
**To Rep…