Open source software
Here lists some open source software written or maintained by me, mostly R packages.
Statistical Modeling and Machine Learning
- Spectra: C++ library for large scale eigenvalue and SVD problems (Honorable Mention of John Chambers Award 2016)
- RSpectra: R package for large scale eigenvalue and SVD problems
- recosystem: Recommender system using parallel matrix factorization
- ADMM: Solving statistical optimization problems using the ADMM algorithm
- fdaplus: A faster and redesigned implementation of the fda package for functional data analysis.
High Performance and Big Data Computing
- fastncdf: Fast computation of normal CDF
- ADMM-Spark: Implementation of ADMM algorithm on Apache Spark
- bigspline: Smoothing spline on Apache Spark
Graphics and Data Visualization
- showtext: An R package that makes it easier to use fonts in R graphics.
- R2SWF: Creating Flash animations in R graphics.