The R Companion to MCSM (7)
After a bit of an extra delay due to our various travels to Spain and England respectively, we are now finished with writing the first draft, having completed the chapter on Gibbs samplers (which does not contain major surprises)! The sequence of chapters is thus
- Introduction to R programming
- Random variable generation
- Monte Carlo methods
- Controlling and accelerating convergence
- Monte Carlo optimization
- Metropolis-Hastings algorithms
- Gibbs samplers
- Convergence monitoring for MCMC algorithms
- Solutions to selected exercises
It is quite pleasant to be done with the major part, even though we could have finished a bit earlier. Besides editing and correcting for inaccuracies and incoherencies, there still remains some solutions to include in Chapter 9 and the creation of the associated R package. This part that I dread because I do not know how long it will take and how much rewriting it involves… As I posted yesterday, I also want to include some convergence assessments derived from Galin Jones’ talk, and I need to update the part on acmc since Jeff Rosenthal improves his package recently. In sheer numbers, the book is currently 277 pages long, with 88K words, 156 exercises and 83 figures. It would be nice if we could send the final version to Springer before Easter…
