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.

bcv

An R package for bi-cross-validation. This package implements cross-validation-based methods for choosing the rank of an SVD approximation.

hs-blas

A high-level interface on the BLAS linear algebra library for the Haskell programming language.

hs-monte-carlo

A Haskell library for performing Monte-Carlo simulations.

Plex

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.