Software I contributed

This page provides some software I maintain or have created.

Software

During the last few years, I developed lots of code, mostly tailor-made for particular applications or institutions (such as WestLB or the ECB):
Below are some contributions I made that are 'fit for public use':

• The BMS package for Bayesian model Averging in R
• The MD3 suite consisting of the follwoing three R-packages:
  • MDcountrycode to convert between country and country aggregate coding conventions
  • MD3 to treat SDMX concepts and statistical data as sparse multidimensional arrays
  • MD3 to conveniently loadSDMX data (relying on the rsdmx package)
• A match schedule that allows for custom and betting market-based forecasts of the football world cup 2010: either online or Excel-based
• The FIA_STATS addin for Excel my department used in financial markets. It provides extended functionality for time series analysis (including principal-components analysis), as well as utilities such as for frequency reduction or outlier detection (see FIA_STATS manual)manual).
  To install, download the zip file und uncompress it on your local machine. Then open fia_stats_setup.xls. (Caution: This version was tested on Excel 97, XP, 2007, 2010 under Windows systems (Win XP and Win 7).

Datasets

I am working on the following big data sets (to be released soon):

• Finflows international and intersectorial financial flows and stocks
• mapadomo regional housing data