Peter F. Craigmile

Professor, Department of Mathematics and Statistics, Hunter College, CUNY

Software

Many of these software projects are hosted on Github, under a GNU General Public License, version 3.

Spectral analysis of time series

• An R package to carry out the spectral analysis of time series. Now includes many spectral-based tests of periodicity (with L. Wei).

Wavelet methods for time series

• R routines for carrying out the Discrete Wavelet Transforms (DWT) and Maximum Overlap Discrete Wavelet Transforms (MODWT) for univariate time series

Simulation methods for time series

• Simulation of stationary Gaussian time series using the Davies-Harte algorithm
• Approximate simulation of stationary Gaussian time series using the Gaussian Spectral Synthesis Method (GSSM)

Other time series methods

• Various functions useful for the analysis of time series in R
• R functions to detrend response time (RT) sequences (with M. Peruggia and T. Van Zandt)

Spatial modeling

• The statistical analysis of areal (lattice) processes
• Geostatistical stationary processes

Distributions

• An R package with functions for univariate truncated normal distributions (with C. Hans)
• R functions involving the noncentral F distribution (with L. Wei)

Code accompanying articles

• A Bayesian Race Model for Recognition Memory (with S. Kim, K. Potter, M. Peruggia, and T. Van Zandt)
• Modeling and assessing climatic trends (with P. Guttorp)
• Estimation of long range dependence in gappy Gaussian time series (with D. Mondal)
• A combined estimate of global temperature (with P. Guttorp)
• Statistical Inference for Generalized Integer Autoregressive Processes (with P. Kaur)