Projects

In 2019 I enhanced the R ecosystem (notably changepoint) to detect changes in second-order structure—variance and autocovariance—under dependence, using AR(p) models and the Locally Stationary Wavelet (LSW) framework.

Google Summer of Code (GSoC) is an international program in which Google awards stipends to contributors who successfully complete a free and open-source software coding project during the summer. In 2018 I implemented changepoint.online, bringing offline changepoint accuracy to the online setting.