R packages

Generalized Additive Models

The following packages are part of the output of my research on GAM models:

• mgcViz: visual tools for Generalized Additive Models. See the github source code and the online manual. Available on CRAN.

• qgam: quantile additive model in R. See the github source code and the online manual. Available on CRAN.

Monte Carlo methods and intractable likelihoods

I have also authored the following packages, related to my research on Monte Carlo methods and intractable likelihoods:

• mvnfast: fast multivariate normal and student’s t methods. See the github source code and the online manual. Available on CRAN.

• synlik: synthetic likelihood methods for intractable likelihoods. See the github source code and the vignette. Available on CRAN.

• esaddle: tools for fitting the Extended Empirical Saddlepoint (EES) density. See the github source code and the vignette. Available on CRAN.