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 (2023). Generalized fiducial factor: an alternative to the Bayes factor for forensic identification of source problems. Annals of Applied Statistics 17 (1) pp.378–402.
- The Python code for implementing the EAS procedure for vector autoregression: Code.
See: J P Williams, Y Xie, and J Hannig (2023). The EAS approach for graphical selection consistency in vector autoregression models. Canadian Journal of Statistics 51 (2) pp.674--703.
- 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. Annals of Statistics 47 (3), 1723-1753.