Typos in Introduction to Monte Carlo Methods with R

The two translators of our book in Japanese, Kazue & Motohiro Ishida, contacted me about some R code mistakes in the book. The translation is nearly done and they checked every piece of code in the book, an endeavour for which I am very grateful! Here are the two issues they have noticed (after incorporating the typos signaled in the overall up-to-date summary):

First, in Example 4.4, I omitted some checkings and forgot about a minus sign, meaning Figure 4.4 (right) is wrong. (The more frustrating since this example covers perplexity!) The zeros must be controlled via code lines like

> wachd[wachd<10^(-10)]=10^(-10)

instead of the meaningless

wachd[apply(wachd,2,cumsum)<10^(-10)]=10^(-10)

and the addition of

> plex[plex>0]=0
> plech[plech>0]=0

after the definition of those two variables.  (Because entropies are necessarily positive.) The most glaring omission is however the minus in

> plob=apply(exp(-plex),1,quantile,c(.025,.975))
> ploch=apply(exp(-plech),1,quantile,c(.025,.975))

which modifies Figure 4.4 in the following

The second case is Example 7.3 where I forgot to account for the log-transform of the data, which should read (p.204):

> x=c(91,504,557,609,693,727,764,803,857,929,970,1043,
+     1089,1195,1384,1713)
> x=log(x)

and compounded my mistake by including log-transforms of the parameters that should not be there (pp.204-205)! So (for my simulations) the posterior means of θ and σ² are 6.62 and 0.661, respectively, leading to an estimate of σ of 0.802. There should be no log transform in Exercise 7.3 either.

The same corrections apply to the French translation, most obviously…

One Response to “Typos in Introduction to Monte Carlo Methods with R”

  1. I haven’t read the book yet but I am interested in demonstrating to the project managers how R can run a monte carlo analysis on a Excel project schedule. What should I read for this ?
    I can program R well.

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