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 project taught me something new, and I like to think that I got better over time. 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
TransmissionChannelAnalysis.jl TransmissionChannelAnalysis.jl implements the algorithms of “Transmission Channel Analysis in Dynamic Models”
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 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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