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autodep's Introduction

Hello! Iโ€™m Juraj Szitas.

I started out as an Econometrician, then I turned Data Scientist for a few years and eventually got sick of the AI hype. I currently work as a Quantitative Developer. My biggest passion (as you would probably be able to guess from here) is numerics, closely followed by anything time series related.

I keep my open source stuff here - in the hopes that someone finds it useful. It includes a lot of really neat little things that I either could not find elsewhere, or did not want to deal with the hassle of linking against/shipping with.

Check out:

  • nlsolver Nonlinear optimizers as header-only, C++17 library.
  • tinyqr A header-only, optimized C++17 implementation of the QR decomposition.
  • soothsayer if you like the fable framework and the idea of meta learning for time series, you might like this
  • blaze (WIP) A full fledged time series forecasting and analysis toolkit in modern C++.
    • contains a new (S)ARIMA(X) implementation leveraging SIMD
    • fully capable AR and AutoAR
    • Benchmark methods (Integrated Noise)
    • miscellaneous time series utility functions (seasonality identification, stationarity tests)
  • gpvolatility for an implementation of a funky volatility model

I mainly program C++/python these days, but I will do anything that's needed :) I have reached the point where getting things done in a timely manner matters most.

autodep's People

Contributors

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autodep's Issues

Fix autodep "Cannot overwrite ..." message formatting

The current message is

Cannot overwrite existing file -please set overwrite to TRUE after checking your file.

Should be (with the space):

Cannot overwrite existing file - please set overwrite to TRUE after checking your file.

Ignore non-/.R files in the R/ subdirectory

Currently, if rda (package data) are present, they are not ignored - leading to
Error in sourcetools::tokenize_file(file) : embedded nul in string: '\0'

This is unintended - we want to ignore all non .R files.

Package imports potentially fail when using devtools::document()

When devtools::document() is called, files containing no objects to export (and only tags) are potentially ignored. I am not completely certain that this behaviour is intended, but II will try to make a minimal reprex later and talk to the devtools team - perhaps the change is intentional.

Fix library call function

Enable writing output to scripts.
Test more thoroughly.
Ensure the correct packages are used throughout.

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