Open source software

Here lists some open source software written or maintained by me, mostly R packages.

Statistical Modeling and Machine Learning

  • Spectra: C++ library for large scale eigenvalue and SVD problems (Honorable Mention of John Chambers Award 2016)
  • RSpectra: R package for large scale eigenvalue and SVD problems
  • recosystem: Recommender system using parallel matrix factorization
  • ADMM: Solving statistical optimization problems using the ADMM algorithm
  • fdaplus: A faster and redesigned implementation of the fda package for functional data analysis.

High Performance and Big Data Computing

  • fastncdf: Fast computation of normal CDF
  • ADMM-Spark: Implementation of ADMM algorithm on Apache Spark
  • bigspline: Smoothing spline on Apache Spark

Graphics and Data Visualization

  • showtext: An R package that makes it easier to use fonts in R graphics.
  • R2SWF: Creating Flash animations in R graphics.


  • Rcpp-note: An API reference of the Rcpp package, an interface between R and C++ for high performance computing in R.