Kevin K Lin

This 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 this paper (the preprint is also available).

• coupling-ssep - A sample implementation of the coupling control variate algorithm described in this 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 that this uses ScmUtils and MIT/GNU Scheme.

Misc.:

• 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).

Some of the C code above require the following libraries:

• kmathlib - Basic scientific computing library. Probably only useful if you're trying to compile some of the C code above. Otherwise, try GSL.

• argl1 - Basic command-line processing for C programs.

I wrote these back in the day before I knew about standard libraries like GSL and getopt. I would not recommend my libraries for anyone starting a new project today; indeed I no longer use them much myself.

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 the CC-GNU GPL version 2.0 or later.

This page was last updated on November 11, 2017.