Kevin K LinThis page lists some code related to my papers. It's still rather incomplete, but I'm working to release more stuff. Most of this is also on my GitHub page.
- RSTOC - R source code
for doing stochastic optimal control and dynamic experimental design,
as described in
(the preprint is also
- A sample implementation of the coupling control variate
paper. The source, in Scheme, is meant to be clear
and readable. Someone with rudimentary knowledge of Lisp
should be able to translate it into other languages, e.g.,
Matlab or C.
- DIFFEOM -
DIFFerential Equations On Manifolds.
This is the code for my MEng thesis. Note
- binless_entropy - A
binless nonparametric estimator of differential entropy,
following Kozachenko and Leonenko, Problems of
Information Transmission 23 (1987). See also
Victor, Phys. Rev. E 66 (2002). Needs
kmathlib and argl1 (see below).
- Basic scientific computing library. Probably only
useful if you're trying to compile some of the C code
- Basic command-line processing for C programs.
Note. Some of the C code use gcc extensions like nested functions, so you may need GCC to compile. Scheme code runs on PLT Scheme but should work in any R4 or R5RS implementation with minimal modification.
Most of the software on this page is licensed under
GPL version 2.0 or later.