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Hi,
I am trying to use a summary-level Bayes model (i.e. creating a PRS model using GWAS sumstat and 1000Genome reference panel with HAPMAP3 snplist). So far, I created an LD variance-covariance ma…
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The variance-covariance matrix is important for assessing the quality of a fit. However, in order to understand a v-cv matrix the correspondence between row number and parameter must be provided. An e…
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First off, thanks for the great package! It's really useful, especially after including histograms to evaluate the data distribution of the interacting variable.
One quick thought: would it be possib…
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Hi,
I have written the following code to estimate a univariate linear regression with time-varying parameters (TVP), defining the dynamics of the betas as integrated random walks. In theory, this s…
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_Issue [JP-3575](https://jira.stsci.edu/browse/JP-3575) was created on JIRA by [Melanie Clarke](https://jira.stsci.edu/secure/ViewProfile.jspa?name=mclarke):_
Currently, the pipeline propagates var…
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I am running HonestDiD on a large dataset. I am getting the following warnings when running `HonestDiD::createSensitivityResults_relativeMagnitudes`
```
CI is open at upper end-point; CI length may …
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Pyfixest currently has `predict()` function but there is not currently functionality to provide estimates of the variance of the predictions. (Some) other tools do include this, such as:
- Statsmo…
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Hi,
**Problem description**
I am using this code with little modifications for forwarding the odometry provided by a **D435i** + **rtabmap** to **PX4** using the **uxrce_dds**. However, the esti…
fp018 updated
5 months ago
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Or is it the other way around? One of these is mathematically impossible and will result in an error. I should provide a friendlier error for people who don't want to know things about matrix math.
Aariq updated
5 years ago
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- what it says in the title
- couple options for speedups ...
- benchmark usage of `Eigen` matrix multiplication via `RcppEigen` versus doing so using the efficient `Matrix` package, and change …