Computing
You can find all of my publicly assessible software on my github profile.
I have written software in high-level languages like Matlab, python, R and julia. I am an expert R and julia user, I’ve good python skills, Matlab is somewhat outdated. I am well-versed with C++ and fortran. I am using PostgreSQL + postgis databases (interfaced from either R or python) to manage large scale geo-spatial datasets.
I have used the phantastic Rcpp (R + C++) package in several projects. I have been using Julia for computationally intensive projects starting in 2014 for my job market paper, and I have never looked back.
Some Open Source Projects
| Name | Role | Description | Status |
|---|---|---|---|
Tasmanian.jl | Author | Julia Wrapper to the Tasmanian Library for Adaptive Sparse Grid Approximations |  |
MomentOpt.jl | Co-author and principal maintainer | Parallel derivative-free moment optimization in Julia. |  |
ScPoEconometrics | Co-author and principal maintainer | 2nd year UG econometrics course at SciencesPo |  |
psidR | Author | R package to build PSID panel data. Supports direct download from PSID server (no STATA needed!) |  |
ApproXD.jl | Author | Julia package for up to 4D high performance linear interpolation as well as tensor product of B-Spline interpolation of arbitrary dimension. |  |
EconData | Author | R package with datasets for economic research that I assembled over time and couldn’t find in a more suitable format. | |
Wealth-o-Meter | Maintainer | Online Wealth Calculator and Policy Simulator | |
parallelTest | Principal Author | Repo with tests for parallel computation for a host of hpc systems. |