Software Packages

Software development is a key component of my research agenda. In developing software implementing statistical methodology, I aim to provide reasonable theoretically well-justified defaults and elegant APIs that encourage statistical best practices. Most of my work can be found on my personal GitHub page or under the DataSlingers organization. Key packages are listed below:

Stable

• ClustRViz: Interactive Visualizations and Fast Computation for Convex Clustering.

• ExclusiveLasso: Generalized Linear Models with the Exclusive Lasso Penalty

• xtsPlots: Additional Plotting Tools for xts Objects

Under Development

• BayesHMM: Frequentist and Bayesian Inference for Hierarchical Hidden Markov Models Using Stan

• MoMA: Modern Multivariate Analysis - PCA, PLS, CCA, and LDA with Sparsity, Smoothness, and Structure

• sgdnet: Sparse Linear Models for Big Data via Stochastic Average Gradient