Creator and Maintainer
TransmissionChannelAnalysis.jl
Provides a suite of functions for conducting transmission channel analysis (TCA) in Julia. It includes both standard methods—which are sufficient for most users—and more advanced, customisable techniques.
TCA Matlab Toolbox
The MATLAB Toolbox for Transmission Channel Analysis provides a suite of functions for conducting transmission channel analysis (TCA) in MATLAB. It includes both standard methods—which are sufficient for most users—and more advanced, customisable techniques.
HamiltonFilters.jl
Lightweight implementation of the Hamilton filter for time series analysis.
FredMDQD.jl
Simplifies the process of working with Fred MD or Fred QD data in Julia.
Archived
BayesFlux.jl
Extends Flux.jl to Bayesian Neural Networks. This was part of my master thesis and is no longer actively maintained. Some of my students still use it for their theses.
BayesFluxR
R wrapper around BayesFlux.jl. No longer maintained because BayesFlux.jl is archived.
TinyGibbs.jl
Small Gibbs sampler that makes use of the AbstractMCMC interface. No longer maintained because I do not currently work on methods that require Gibbs sampling.
MacroEconometrics.jl
Tiny collection of useful macroeconometric functions that I wrote early in my PhD. Archived because it was replaced by some other code I wrote (still to be made public).
SnT BigTime
Interactive notebook demonstrating the use of the bigtime R library. This was used for teaching.
SnT VARs
Interactive notebook demonstrating the use of VARs for forecasting. This was used for teaching.
Contributer
bigtime
Estimation of large Vector AutoRegressive (VAR), Vector AutoRegressive with Exogenous Variables X (VARX) and Vector AutoRegressive Moving Average (VARMA) Models with Structured Lasso Penalties.