Matthew Clegg

egcm. Engle-Granger cointegration models in R

partialCI. R package for fitting the partially cointegrated model

notebook_whisperer. An LLM-based coding assistant to help with the construction of Jupyter notebooks

partialAR. R package for fitting the partially autoregressive model

treap. C implementation of the treap data structure

univariate_opt.jl. Univariate optimization code for Julia

skiplist. C implementation of the skiplist data structure