Carl F. Falk
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cffalk.bsky.social
Carl F. Falk
@cffalk.bsky.social
Associate Professor | Quantitative Psychologist | Psychometrician
https://www.psych.mcgill.ca/perpg/fac/falk/
https://scholar.google.com/citations?user=9BA_cL0AAAAJ
yes, thank you!
October 24, 2025 at 12:50 AM
Oh sorry! It looks like it might be the issue mentioned in the post. Don't know why it didn't work on previous debugging attempts though. Must have done something wrong. If anyone else reads this, r-shinylive still needs to be the latest dev version.
October 24, 2025 at 12:39 AM
Relevant app just doesn't load (shinylive in a Quarto doc). Isolated it to just loading ggplot2. And found this post, which kind of looks like @transport-talk.bsky.social : github.com/r-wasm/webr/... I may have to do more debugging. Thought I had the latest r-shinylive. munsell trick does not work
App with ggplot2 doesn't render without loading the munsell package · Issue #537 · r-wasm/webr
I use ggplot2 in the following shinylive app in a quarto document. But it does not show up on the page after the honeycomb loader goes away. As suggested in this thread, the issue is that webR inst...
github.com
October 24, 2025 at 12:11 AM
Thank you! I'll take a look. This might do the trick
October 24, 2025 at 12:03 AM
And I also typed this, but don't see it in my reply now. Weird: So, the part about "skewed distributions of predictors and outcomes" may not be correct. Depending on the setup and nonnormality, Bayesian estimation is sometimes robust, but not in general.
September 22, 2025 at 2:29 AM
didn't need the "sometimes" in there, but whatever, it's late
September 22, 2025 at 2:27 AM
So, the part about "skewed distributions of predictors and outcomes" may not be correct. Depending on the setup and nonnormality, Bayesian estimation is sometimes robust, but not in general.
September 22, 2025 at 2:26 AM
Bayesian estimation sometimes makes distributional assumptions about the data that bootstrap does not. We put blavaan into this paper (on nonnormality) in part to illustrate that it is not inherently robust to distributional assumption violations: osf.io/preprints/ps...
OSF
osf.io
September 22, 2025 at 2:26 AM
Agree that once a joint distribution is found, just multiply a*b and then use that to find intervals. Bootstrap, Bayes, MC, are similar in this regard. But, while it doesn't matter if a or b have normal sampling distributions...
September 22, 2025 at 2:26 AM
Add robustbase to the list of #rstats packages. If it were really that the estimates were ok but standard errors not trustworthy, I wonder if there is an appropriate sandwich covariance matrix (sandwich package worth a look). I can’t say what’s best.
September 14, 2025 at 8:46 PM
Like others say, go for it. Most times I've done something similar it's helped in other contexts. e.g., knowing one sampler has helped with custom programming simulated annealing, Metropolis-Hastings Robbins-Monro, etc., where there was no apparent software implementation for my purpose. 👍
September 11, 2025 at 10:48 PM
So, I take it from this discussion that (a) such a thing does not exactly exist publicly, at least in a great/flexible format, and that (b) one/both of you are going to create something?
September 4, 2025 at 12:02 AM
Computer adaptive test, as in use of IRT to shorten a test, reduce the number of items needed to assess certain constructs
August 30, 2025 at 9:43 PM