Friday, December 9, 2016

R Vinaigrettes

Knuth's call for a literate programming style has spawned a new genre of statistical exposition, the R vignette, and thereby raised the dreary task of documenting computer code to the level of a minor art form, like finger painting or tap dancing.  These vignettes are intended to reveal something of the authors contribution to the greater glory of data analysis, usually in the form of an R package.

This development has been enormously successful, and yet there is a general unease within the research community, a feeling that many of the almost 10,000 packages currently on CRAN have not received adequate  vetting, or vignetting.  In this spirit I would like to propose a new genre, the
R vinaigrette.  These would be brief communications that expose some feature, or bug, in the collective enterprise of statistical software.  As the name suggests there should be something piquant about a vinaigrette, some lemon juice to balance the oils, or mustard, or vinegar.  I would only insist that, like the vignette, the vinaigrette must be reproducible.  Ideally, they should also satisfy the Kolmogorov dictum  that every single discovery should fit in a four-page Doklady note, since "the human brain is not capable of creating anything more complicated at one time." 

An example is now available at http://www.econ.uiuc.edu/~roger/research/ebayes/Bdecon.pdf