• A number of software packages and tools created in collaborations with students, postdocs and associates are freely available to interested researchers.

  These include several packages for Bayesian modelling in time series, sparse large-scale factor analysis and regression modelling, graphical models, variable selection and stochastic search, and prediction tree modelling.

• Other software links at ISDS

Data:

• Some time series data sets

• Other data sets I use in teaching and research