Software
- Python package PyDCM for Dynamic Causal Modelling (appear soon).
- Matlab package RlEn for Modelling Loss of Complexity in Intermittent Time Series and its Application
- Python package BIGPAST for Bayesian Inference General Procedures for A Single-subject Test Study
- Python package skewt-scipy for skew student \(t\) distribution.
- Python package: AutoCPD for Automatic Change-Point Detection in Time Series via Deep Learning.
- R package: llfdr for Divide-and-Combine Estimation of High-dimensional Nonparametric Covariance Models in my PhD thesis.