The R packages/Shiny apps I’ve contributed to. All of them are on GitHub and some of them are on CRAN.

Regression Estimation

  • RRRR: Methods for estimating online robust reduced-rank regression. [CRAN]

Time series analysis and forecasting

  • flap: Forecast Linear Augmented Projection method that can reduce forecast erro variance. [CRAN]
  • tsfeatures: Time Series Feature Extraction. [CRAN]

Time series data

  • Mcomp: The 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000). [CRAN]
  • tscompdata: Time Series Competition Data
  • tsdl: Time Series Data Library
  • compenginets: Time series data from CompEngine database.


  • demography: Provides a large number of functions for handling demographic statistics, modelling and forecasting. In particular, it implements lifetable calculations; Lee-Carter modelling and variants; functional data analysis of mortality rates, fertility rates, net migration numbers; and stochastic population forecasting. [CRAN]

Non-parametric estimation

  • ycevo: Provides a range of functions to facilitate the non-parametric estimation of the discount rate, and yield curve, of CRSP Bond Data. [CRAN]

R Toolbox

  • roam: Remote Objects with Active-Binding Magic. Simplify the creation of R objects that resemble regular objects but are sourced from remote locations.

  • lazyparser: Parse command line arguments as if they are arguments to an R function.

  • lazybar: A simple Progress Bar showing estimated remaining time. Multiple forecast methods and user defined forecast method for the remaining time are supported. [CRAN]

  • lazytype: Provides addins for inserting code and running code in a different manner, and functions to allow interaction between scripts and between script and rmarkdown file.

Stochastic process

  • stocon: Stochastic constrained optimization. (developing)

Shiny app

  • LazyBib: Provides a simple interface to process .bib file, replacing repetitive manual works such as deleting certain fields for all entries, change to abbreviated journal names, etc. [GitHub]