Software to accompany P. Fryzlewicz (2020) "Narrowest Significance Pursuit: inference for multiple change-points in linear models".

Construction of weights for causal inference for continuous treatments

Efficient Multimodal Sampling via Tempered Distribution Flow

Codes for "Variable Selection for High-dimensional Nodal Attributes in Social Networks with Degree Heterogeneity"

Online changepoint detection: confidence interval and support estimate

Achieve counterfactual fair decision through data preprocessing

Copula Based Cox Proportional Hazards Models for Dependent Censoring

Nested cross-validation for accurate confidence intervals for prediction error.

Conditional independence testing with e-values

A tidy structure for spatio-temporal vector data

Interpretability methods to analyze the behavior and individual predictions of modern neural networks in R.

Bayesian inference for diffusion-driven Cox process

Reproducible code for Soft Partitioned Gaussian Processes

High-dimensional time series segmentation via factor-adjusted VAR modelling

Code from "Sensitivity to Unobserved Confounding in Studies with Factor-structured Outcomes"

A repository to reproduce the numerical results in the Extremeal QTE paper

Exact decoding of the sequentially Markov coalescent.

Code for two stage Bayesian inference for high dimensional binary data under a multivariate probit model

Reproducibility Materials for the paper "A Regression-based Approach to Robust Estimation and Inference for Genetic Covariance"

Dyadic kernel density estimation in Julia

Supplementary material for the paper "A general framework for circular local likelihood regression". Implementation of the methods described in the paper, real data analysis and the workflow corres…

Tuning-Free Huber Regression