I am the author of several R packages:
  • The cpm package implements various change point models for sequential change detection, using both parametric and nonparametric methods. The package can be downloaded here, along with the associated manual.
  • The dirichletprocess package was written along with my PhD student Dean Markwick. It contains methods to allow Dirichlet Process objects to be used as part of more general Bayesian models. The package can be downloaded here and the manual is here.
  • The bayesianETAS package implements Bayesian inference for the Epidemic Type Aftershock Model for modelling earthquake occurrences. This package can be downloaded here. The paper which this work is based on is Bayesian Estimation of the ETAS Model for Earthquake Occurrences.