Software
Current packages and tools I maintain or co-develop.
R packages
  • ib — Bias correction through the iterative bootstrap (CRAN, v0.2.1, 2025). CRAN link.
  • swag — Sparse Wrapper Algorithm for model selection (CRAN, 2020). CRAN link.
  • nfcm — Nonparametric factor copula model estimation toolkit. GitHub.
  • IBpaper — Reproducible code and materials for the iterative bootstrap paper. GitHub.
  • JINIpaper — Reproducible code and materials for Just-Identified Indirect Inference estimator study. GitHub.