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Use R! : Introducing Monte Carlo Methods with R (Softcover)

Use R! : Introducing Monte Carlo Methods with R (Softcover)

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LIKE NEW: This book is in excellent, like-new condition. It was printed on acid-free paper.

Product Details

From the back cover: "While this book constitutes a comprehensive treatment of simulation methods, the theoretical justification of those methods has been considerably reduced, compared with Robert and Casella (2004). Similarly, the more exploratory and less stable solutions are not covered here.

"This book does not require a preliminary exposure to the R programming language or to Monte Carlo methods, nor an advanced mathematical background. While many examples are set within a Bayesian framework, advanced expertise in Bayesian statistics is not required. The book covers basic random generation algorithms, Monte Carlo techniques for integration and optimization, convergence diagnoses, Markov chain Monte Carlo methods, including Metropolis-Hastings and Gibbs algorithms, and adaptive algorithms. All chapters include exercises and all R programs are available as an R packaged called mcsm. The book appeals to anyone with a practical interest in simulation methods but no previous exposure. It is meant to be useful for students and practitioners in areas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The programming parts are introduced progressively to be accessible to any reader."

BRIEF CONTENTS

  • Preface
  • List of Figures
  • List of Examples
  • 1. Basic R Programming
  • 2. Random Variable Generation
  • 3. Monte Carlo Integration
  • 4. Controlling and Accelerating Convergence
  • 5. Monte Carlo Optimization
  • 6. Metropolis-Hastings Algorithms
  • 7. Gibbs Samplers
  • 8. Monitoring and Adaptation of MCMC Algorithms
  • References
  • Index of R Terms
  • Index of Subjects
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AUTHOR: Robert;P. Christian and George Casella
PUBLISHER: Springer Science+Business Media
ISBN-13: 9781441915757
ISBN-10: 1441915753
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