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Record W4226403402 · doi:10.18637/jss.v102.i02

Multivariate Normal Variance Mixtures in <i>R</i>: The <i>R</i> Package <b>nvmix</b>

2022· article· ja· W4226403402 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueJournal of Statistical Software · 2022
Typearticle
Languageja
FieldComputer Science
TopicData Analysis with R
Canadian institutionsUniversity of Waterloo
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsUnivariateStatisticsMultivariate statisticsMultivariate normal distributionRandom variateQuantileVariance (accounting)MathematicsNormal distributionRandom variableEconometrics

Abstract

fetched live from OpenAlex

We present the features and implementation of the R package nvmix for the class of normal variance mixtures including Student t and normal distributions. The package provides functionalities for such distributions, notably the evaluation of the distribution and density function as well as likelihood-based parameter estimation. The distributional family is specified through the quantile function of the underlying mixing random variable. The R package nvmix thus allows one to model multivariate distributions well beyond the classical multivariate normal and t case. Additional functionalities include graphical goodness-of-fit assessment, the estimation of the risk measures value-at-risk and expected shortfall for univariate normal variance mixture distributions and functions to work with normal variance mixture copulas, such as sampling and the evaluation of normal variance mixture copulas and their densities. Furthermore, the package nvmix also provides functionalities for the evaluation of the distribution and density function as well as random variate generation for the more general class of grouped normal variance mixtures.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Research integrity, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.785
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.002
Science and technology studies0.0010.000
Scholarly communication0.0010.001
Open science0.0050.001
Research integrity0.0000.003
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.014
GPT teacher head0.265
Teacher spread0.251 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it