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]

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 coming soon)

Time series analysis packages

Time series data packages

  • 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 package

  • 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]

Stochastic process

  • stocon: Stochastic constrained optimization. (developing)

R Toolbox

  • 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.

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

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]