Software Routines I Have Written

My GitHub page is http://christopherggreen.github.io/.

R Packages

Outlier Detection

Outlier detection using the method of Cerioli (2010): Available in the R package "CerioliOutlierDetection". The official release can be found on CRAN: CerioliOutlierDetection. The development version of the package is available from my GitHub: CerioliOutlierDection

Other R Packages

Miscellaneous R functions cggmisc R package

Other Software

Companion Library for Statistics and Finance: An Introduction by David Ruppert

I translated the SAS and Matlab code in the first edition of David Ruppert's book Statistics and Finance: An Introduction to S-Plus. The code is available from my GitHub: RuppertStatisticsFinance2004