Statistical software


  • The R code for computing the generalized fiducial factor for forensic identification of source problems: Code.
    See: J P Williams, D M Ommen, and J Hannig (2020+). Generalized fiducial factor: an alternative to the Bayes factor for forensic identification of source problems. In review.

  • The Python code for implementing the EAS procedure for vector autoregression: Code.
    See: J P Williams, Y Xie, and J Hannig (2019+). The EAS approach for graphical selection consistency in vector autoregression models. In review.

  • The Python code for implementing the EAS procedure for linear regression: Code.
    See: J P Williams and J Hannig (2019). Nonpenalized variable selection in high-dimensional linear model settings via generalized fiducial inference. The Annals of Statistics 47 (3), 1723-1753.