Software

I develop and maintain open-source R packages implementing the statistical methods from my research on mixed-type functional and multivariate data. Both are available on GitHub.

M²FPCA

Multivariate Functional Principal Component Analysis for Mixed-Type Functional Data. Joint covariance estimation and functional PCA for multiple functional variables measured on different scales — continuous, truncated, ordinal, and binary — over a common time domain. Built on a latent Gaussian copula, it produces shared temporal eigenfunctions and subject-level scores that borrow strength across variables, and supports regular grids as well as irregular, sparse, and asynchronous sampling.

View on GitHub »

remotes::install_github("Ddey07/M2FPCA")

SGCTools

Semiparametric Gaussian Copula tools for mixed and functional data. Estimates latent correlations across continuous, truncated, ordinal (any number of categories), and binary data types, with covariance estimation and functional principal component analysis for mixed-type functional data. Implements the methods of Dey & Zipunnikov (2022) and Dey, Ghosal, Merikangas & Zipunnikov (2023).

View on GitHub »

devtools::install_github("Ddey07/SGCTools")