How to use mcsm

Within the past two days, I received this email

Dear Prof.Robert
I have just bought your recent book on Introducing Monte Carlo Methods with R.  Although I have checked your web page for the R programs (bits of the code in the book, codes for generating the figures and tec – not the package available on cran)  used in the book, I have not found them.
I wonder whether you could make them available.
Thank you very much for your time and patience.
Yours Sincerely

and that one

Dear Prof. Robert,
I bought “Introducing Monte Carlo Methods with R” from Amazon booksore. I am a teacher at […] University, and I choose this book as a textbook in my class.
I can not find the R package “mcsm” according to your book (page 5). Where can I download the R package “mcsm”?
I highly appreciate your help.
Best regards,

so I fear that readers may miss the piece of information provided in the book. As indicated on pages 36-37 of Introducing Monte Carlo Methods with R, mcsm is a registred R package, readers can therefore download it manually from CRAN,  but they should first try using install.packages in R as this is both easier and safer. (They should check on the main R project webpage for more help in installing packages.)

Another useful information for readers is that the code used on the examples of Introducing Monte Carlo Methods with R is available from mcsm through the demo command/code. Typing demo(Chapter.3) starts the production of the examples of Chapter 3:

> demo(Chapter.3)

Type  <Return>   to start :
> # Section 3.1, Introduction
> ch=function(la){ integrate(function(x){x^(la-1)*exp(-x)},0,Inf)$val}
> plot(lgamma(seq(.01,10,le=100)),log(apply(as.matrix(
+  seq(.01,10,le=100)),1,ch)),xlab=”log(integrate(f))”,
+  ylab=expression(log(Gamma(lambda))),pch=19,cex=.6)
> S=readline(prompt=”Type  <Return>   to continue : “)
Type  <Return>   to continue :

and obviously the same for all other chapters. This also means the code is available in the corresponding file, something like


depending on your system.

2 Responses to “How to use mcsm”

  1. […] is only available in the associated mcsm R package as part of the randogit.R code. […]

  2. […] The function pimax from our package mcsm is used in to reproduce Figure 5.11 of our book Introducing Monte Carlo Methods with R. (The name […]

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