Software

Below is a partial list of the software I worked on over the last few years. Clearly, this software is not perfect, but each of them taught me something new, and I like to think that I got better over time. Some of this software I developed with others together and for some of the software I was supervised by great people. I am grateful for these collaborators and supervisors. All GitHub repositories should make it easy to follow what parts I and others contributed. I wish to point out though, that although some supervisors did not contribute to the code itself and are therefore not visible on GitHub, these supervisors still contributed to the conceptualisation and other stages.

Feedback is greatly appreciated. If you find a bug, please open an issue in the relevant repository.

Feel free to visit my GitHub account for more projects not listed here.
Title Description
FredMDQD.jl FredMDQD is a small Julia library for the popular Fred MD and Fred QD datasets
TinyGibbs.jl TinyGibbs is a small Gibbs sampler that makes use of the AbstractMCMC interface. It therefore allows for efficient Gibbs sampling including parallel sampling of multiple chains. Additionally, TinyGibbs can collect samples in two ways: (1) as a dictionary of tensors where each tensor or (2) as a MCMCChains.Chains type. Therefore, all the funcionality of MCMCChains can be exploited with TinyGibbs.
BayesFlux.jl and BayesFluxR BayesFlux.jl is a small but flexible Baysian Neural Network library. It is work that came out of my Master Thesis and Reseach Assitance. Both were supervised by Nalan Basturk.
SnT_BigTime, SnT_VARS, and BigTime Interactive notebooks introducing VAR models and the BigTime R library.
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