Software

I am the author and maintainer of some R packages accompanying some of my research. These are available on CRAN from the links below.

• CptNonPar: Nonparametric change point detection for multivariate time series, accompanying software for the article “Nonparametric data segmentation in multivariate time series via joint characteristic functions”.

• TrendLSW: Wavelet methods for analysing locally stationary time series, accompanying software for the articles “Trend locally stationary wavelet processes” and “Modelling time-varying first and second-order structure of time series via wavelets and differencing”.