Berent Å. S. Lunde's Projects
AD computation with Template Model Builder (TMB)
Adaptive and automatic gradient boosting computations.
Aquahack2018
Datasets from the book: "Capital in the Twenty-First Century" by Thomas Piketty.
Estimate (possibly sparse, high dimensional) covariance matrix through boosting
The Gumbel density, distribution, quantile and random generating functions and corresponding gradient functions.
ERT—Ensemble based Reservoir Tool—is a tool to run ensemble based on reservoir models. ERT was originally devised as tool to do model updating (history matching) with the EnKF method, now the primary method for model updating is the Ensemble Smoother (ES).
R package utilizing ExactSPA methodology
TMB program for likelihood estimation of jump diffusions.
The Lunde family christmas game for 2018
Statistical analysis for language-learning by Lunde and Hetland
Webpage for Berent Lunde using Academic Blogdown
PhD thesis - Berent Lunde
Code snippets for Rcpp
Using TMB to build the saddlepoint approximation
Numerical exercises in R for the course Life Insurance Mathematics (STAT230) at the University of Bergen
Various tempaltes and snippets relevant to statistics