The R Companion to MCSM

George Casella and I have just started a new simulation book that relates to our comprehensive Monte Carlo Statistical Methods, but seen from a more pragmatic perspective, i.e. with no emphasis on theory and a very detailed coverage of the R implementation of Monte Carlo and Markov Chain Monte Carlo methods. Despite the feeling conveyed by the above title, this is going to be a self-contained book, aimed at an audience more focussed on the immediate application of Monte Carlo techniques than on their theoretical foundations (both purposes being equally respectable!). We expect the first draft to be ready (if not published) within a year since most of the R programs are already written for Monte Carlo Statistical Methods and I will keep posting about the progress of this endeavour, as it proceeds. Since I also expect in the next year to revise [beef up!] Bayesian Core with Jean-Michel Marin towards an higher R content, I hope that the year will be long enough!