R Packages
I develop R packages implementing methods from my research.
BoostingMultipleTesting
An R package implementing BMT-style variable selection procedures for high-dimensional generalised linear models. The package screens candidate regressors and returns the variables selected for a final empirical model.
SKN
An R package implementing an Autoregressive Sieve Bootstrap procedure for testing for Symmetry, Kurtosis and Normality under unknown dependence.