executing-plans
executing-plans
Use when executing an implementation plan in the current session as the implementer yourself — your human partner chose inline execution, or no subagent tool is available
jru-tables-figuresUse when exhibits for a Journal of Risk and Uncertainty (JRU) manuscript must make choice patterns and risk-parameter estimates legible. Improves tables and figures for a risk/uncertainty audience; it does not invent evidence or citations.
Independent GitHub snapshot · Automated classification · Original documentation governs
JRU audiences read for decision-theoretic content: they want to see the shape of the weighting function, the location of the reference point, the size of the ambiguity premium, and how precisely each parameter is pinned down. The exhibit's job is to make the behavioral pattern and the parameter estimate immediately legible, with honest uncertainty.
Generate exhibits from the fitted result, not by retyping numbers. Full map:
execution-with-mcp. JRU spans decision experiments and applied risk; randomization inference for experiments, DiD/IV for observational claims.
etable (multi-model) or did_summary_to_latex straight from the result_id.plot_from_result / enhanced_event_study_plot / event_study_table —
axis units and the SE/clustering note baked in.See a full fitted-result → exhibit chain in the JF execution walkthrough.
Before finalizing, look at each exhibit cold and ask the questions a JRU referee asks:
An exhibit that fails any of these sends the referee back to the prose to reconstruct what the figure should have shown — friction that costs goodwill in review.
| Paper archetype | The one exhibit that carries it |
|---|---|
| CPT / RDU estimation | plotted w(p) and value function with confidence bands vs. the EU benchmark |
| Ambiguity (α-MEU / smooth) | the ambiguity premium (or matching-probability gap) by treatment, with CIs |
| Risk-attitude elicitation | distribution of switching points / certainty equivalents, not just a mean |
| VSL / hedonic-wage | the wage–risk gradient with its CI, and the estimate against the meta-analytic range |
| Insurance demand | takeup vs. price/loss with the demand curve and elasticity annotated |
A paper estimates cumulative prospect theory and reports α (utility curvature), λ (loss aversion), and the Prelec γ, δ in a dense table. The JRU revision adds one figure: the fitted w(p) with a confidence band against the 45° EU line, showing the characteristic inverse-S, and a second panel with the value function showing the kink at the reference point. The table is then trimmed to the structural primitives with SEs and a column naming the task that identifies each — controls move to the appendix, and the note states the MSM objective, subject-level clustering, and the currency conversion.
【Journal】Journal of Risk and Uncertainty
【Skill】jru-tables-figures
【Verdict】clear / redraw / re-tabulate
【Key function plotted】w(p) / value function / ambiguity premium [Y/N]
【Benchmark overlaid】EU 45° / risk-neutral [Y/N]
【Precision shown】SE/CI not stars [Y/N]
【Identifying task per parameter】[Y/N]
【Source status】verified / 待核实 / not asserted
【Next skill】jru-writing-style