The 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 reached six completed chapters for the first draft,

  1. Introduction to R programming
  2. Random variable generation
  3. Monte Carlo methods
  4. Controlling and accelerating convergence
  5. Monte Carlo optimization
  6. [=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!

About 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!

One Response to “The R Companion to MCSM (5)”

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

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