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Stuart Baumann's Projects

distributions.jl icon distributions.jl

A Julia package for probability distributions and associated functions.

econ icon econ

An R package that wraps common econometric procedures

highfrequencycovariance.jl icon highfrequencycovariance.jl

A package for estimating and regularising correlation and covariance matrices with high frequency financial data

multivariatefunctions.jl icon multivariatefunctions.jl

A framework for multivariate functions together with constructors for schumaker splines, OLS, Chebyshev, MARS splines for approximation.

schumaker icon schumaker

An R package with the schumaker shape preserving spline

schumaker.cpp icon schumaker.cpp

Code for doing the Schumaker Shape Preserving spline in C++

stochasticintegrals.jl icon stochasticintegrals.jl

This generates covariance matrices and cholesky decompositions for a set of stochastic integrals.

univariatefunctions.jl icon univariatefunctions.jl

A package for simple algebra, calculus and evaluation of one dimensional functions. Can be used for approximation (splines, interpolation) and algebra.

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