Software

Sequential and batch change detection for univariate data streams, using the change point model framework.

Perform nonparametric Bayesian analysis using Dirichlet processes without the need to program the inference algorithms.

Functions that compute probabilistic excursion sets, contour credibility regions, contour avoiding regions, and simultaneous confidence bands for latent Gaussian random processes and fields

Conduct inference for statistical models for extreme values.

Perform Bayesian inference with the Integrated Nested Laplace approximation

inlabru facilitates spatial modeling using integrated nested Laplace approximation via the INLA package

MATLAB code for implementing Orthogonal MCMC methods

MATLAB code for the sequential Monte Carlo scheme for the dual purpose of Bayesian inference and model selection.

Perform statistical extreme value modelling of threshold excesses, maxima and multivariate extremes.