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!

6 Responses to “The R Companion to MCSM”

  1. […] sold so far and close to 1000 for last year. I am not certain what the trend will be once the R book with George is published, but I think they will overall aim at different audiences. Last and not […]

  2. […] work and this was true on the morning trip where I spent three hours building the R package for our new MCMC book with George Casella. It took me two days to understand the structure of writing R […]

  3. […] R Companion to MCSM (5) The final (if not last) chapter of the R book with George Casella on convergence assessement and adaptation now stands completed! We have now […]

  4. […] have at last managed to get over this hard chapter of the R book with George Casella, namely the one on stochastic optimisation techniques mentioned in the earlier […]

  5. […] R book with George Casella has progressed further over X’mas break in that the first drafts of the […]

  6. […] R Companion to MCMC (2) The R book with George Casella is progressing in that the first draft of three chapters are now completed […]

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