C code

Overview

Programming is central in my work and I have a lot of experience with R, C++ and C. I have also completed projects in Matlab, VBScript and MySQL. The web languages HTML5, CSS3 and PHP are part of my computing knowledge and Python is familiar to me.

I have a lot of experience with R and I have put my hands on many packages, not only for modelling and computing, but also for viewing data and representing results in a way to bring condensed and clear information to the reader. You can read more about my own contribution to the R community.

I like the idea of using each language for what it is best at. The vast plotting capabilities of R can be efficiently supplemented by the computing power of C or even the modularity of C++, in the same way HTML, CSS and PHP are complementary to each other.

R code

Packages

My contribution to the computational statistics community is an R package (tsxtreme) with detailed documentation and examples that are easy to reproduce. I optimised the code to run quickly; core computations are done in C.

The package satisfies the CRAN standards and is built to run on Windows, MacOS and many Linux distributions.

The purpose of the package is to offer the computational tools needed to estimate key extreme risk measures, and their uncertainty. This has not been done before, in particular at subasymptotic levels. The package tools apply in the context of time series that are short-term dependent, i.e., showing clustering of extreme observations in time. The package features plot functions to visualise and summarise outputs from the package routines.

I've written many other R packages, unfortunately not available to the public. Among others, I can mention modelling and visualisation in the context of spatial extreme events, cash flow forecasting, and cleaning, modelling and prediction in the context of financial assets and portfolios.

C++ Qt application

Qt GUI library GUI apps

I developed a number of GUI applications using the Qt library, in C++. I packaged them under the Debian standard. Two of them are projects exploring the possibilities of Qt, and one is more substantial, featuring a question-and-answer framework for learning languages.

RGBColours is an application that helps visualise and select colours. Its dual panel configuration enables the user to dynamically compare colours and to set the red, green and blue channels independently.

MDPCreator is an application to generate passwords, with a couple of options. The idea of MDPCreator is to provide an easy way to produce secure passwords that are effortless to remember (→ this post), partially based on English and French open source dictionaries.

Einfach-fließend! helps improve language fluency. The interface is available in English, French and German. The user can freely add words and phrases to the database. I use partial matching to prevent the user from introducing duplicates in the database; an interactive scheme allows the user to decide whether to merge/cancel/add the new entry.

Shiny app

R Shiny RShiny apps

Shiny apps offer a dynamic interface to interact with data visualisations and deepen the user's understanding of the data, statistical results and the impact of varying inputs.

I have built multiple Shiny apps and have a lot of experience designing them to make complex analysis available to people who are less familiar with statistics and probability theory.