Introducing monte carlo methods with R/ Christian P. Robert, George Casella
Material type: TextPublication details: New York: Springer, 2010Description: xix, 283 p. : ill. ; 24 cmISBN: 9781441915757Subject(s): Mathematical statistics--Data processing | R (Computer program language) | Monte Carlo method--Computer programs | Markov processes | Mathematical statistics | Computer science | Computer science--Mathematics | Computer simulationDDC classification: 518.282
Contents:
1 Basic R Programming.
2 Random Variable Generation
3 Monte Carlo Integration.
4 Controlling and Accelerating Convergence.
5 Monte Carlo Optimization.
6 Metropolis#x2013;
7 Hastings Algorithms.
8 Gibbs Samplers.
9 Convergence Monitoring and Adaptation for MCMC Algorithms.
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
General Books | Central Library, Sikkim University General Book Section | 518.282 ROB/I (Browse shelf(Opens below)) | Available | P41342 |
Total holds: 0
Browsing Central Library, Sikkim University shelves, Shelving location: General Book Section Close shelf browser (Hides shelf browser)
518.25028553 POZ/F Introduction to finite and spectral element methods using matlab/ | 518.28 KUS/N Numerical methods for stochastic control problems in continuous time/ | 518.28 MED/S Stochastic integration theory/ | 518.282 ROB/I Introducing monte carlo methods with R/ | 518.4 JAI/N Nemerical methods/ | 518.4 JAI/N Numerical Methods for Scientific & Engineering Computation/ | 518.4 JAI/N Numerical Methods for Scientific & Engineering Computation/ |
1 Basic R Programming.
2 Random Variable Generation
3 Monte Carlo Integration.
4 Controlling and Accelerating Convergence.
5 Monte Carlo Optimization.
6 Metropolis#x2013;
7 Hastings Algorithms.
8 Gibbs Samplers.
9 Convergence Monitoring and Adaptation for MCMC Algorithms.
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