## The R Companion to MCSM (5)

**T**he final (if not last) chapter of the R book with George Casella on convergence assessement and adaptation now stands completed! We have now reached six completed chapters for the first draft,

- Introduction to R programming
- Random variable generation
- Monte Carlo methods
- Controlling and accelerating convergence
- Monte Carlo optimization
- [=8] Convergence monitoring for MCMC algorithms

with 200 pages and 62K words, as well as 56 figures… I have found this terminal chapter on MCMC convergence assessment more of a challenge than I thought earlier, because I changed a lot in Chapter 11 of * Monte Carlo Statistical Methods* and also included detailed entries to the

**coda**and

**amcmc**R packages. Now, there only remain two chapters about Metropolis algorithms and Gibbs sampling to produce and we are done with the first draft!

**A**bout the title: it is certainly not going to be “** The R Companion to Monte Carlo Statistical Methods**“, since the book is supposed to stand on its own right. Here is a list of potential titles you may vote for, although the final title will possibly end up being something completely different!

February 17, 2009 at 5:45 am

[…] title preferred by those who vote on the poll seems to be Monte Carlo Methods with […]