Software Projects
| Name |
Description |
|
RMTstat
|
An R package for distributions and statistics from random matrix theory (RMT), mostly related to large sample covariance matrices. Joint work with Iain Johnstone, Zongming Ma, and Morteza Shahram.
|
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bcv
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An R package for bi-cross-validation. This package implements cross-validation-based methods for choosing the rank of an SVD approximation.
|
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hs-blas
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A high-level interface on the BLAS linear algebra library for the Haskell programming language.
|
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hs-monte-carlo
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A Haskell library for performing Monte-Carlo simulations.
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Plex
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A collection of MATLAB routines developed as a research tool for building and studying simplicial complexes generated from point-cloud data. Primarily written in C++. Joint work with Vin de Silva.
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The source code for most of these projects is on my github page.
