Welcome to my GitHub homepage. You can find some of my work below:

ctsmTMB is an R package for parameter and state estimation and forecasting in stochastic state space systems. These are partially observed state space systems that whose latent states evolve according to a system of stochastic differential equation. The package employs the R6 object for easy model construction, and uses the TMB/RTMB packages for its modern C++ implementations and algorithmic differentiation. The estimation methods implemented are Kalman filters (Linear, Extended and Unscented) in addition to a smoothing method based on the Laplace approximation.