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DynaMo (Dynamic Models) is a package for simulation, estimation, inference, regularization and prediction of time series models, with a special focus on the families of models used in Financial Econometrics.1 weekly downloads
Matlab, Maple and C/C++ applications of Linear Algebra in many domains, including curves in many dimensions, Cryptography and Chaos etc.1 weekly downloads
These classes are useful for signal processing in Matlab or C++. They bring together tools and methods which may be used interchangeably for Matlab and C++. Their initial use is in conjunction with work towards my degree at UC Berkeley.0 weekly downloads