S files – preliminary list (June 2001)
Note: These programs appear to work correctly under both Splus (Version 5.1) and R (Version 1.0.1)
Your comments and criticisms on coding and style are welcome.
Chapter 2 – Arithmetic
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Demonstrates self-controlled floating point arithmetic by writing several numbers in d*2**i form. |
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Finds machine epsilon by trial and error. |
Chapter 3 – Matrices and Linear Equations
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Description |
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Computes Cholesky factorization of positive definite matrix. |
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Computes inverse of positive definite matrix. |
Chapter 4 – More Methods for Solving Linear Equations
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Filename |
Description |
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Likelihood computations for ARMA models. |
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Multiplication with Markov Chain transition matrix. |
Chapter 5 – Regression Computations
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Description |
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QR factorization of a simple design matrix. |
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Demonstration of sweep operator in regression. Uses file browncut.dat. |
Chapter 6 – Eigenproblems
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Description |
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Computes three eigenvalues and their vectors of a 7 by 7 matrix using orthogonal iteration. |
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Computes all four eigenvalues and vectors of a 4 by 4 matrix using orthogonal iteration. |
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Computes two eigenvalues and their vectors of a 6 by 6 matrix using orthogonal iteration. |
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Computes three eigenvalues and their vectors of a 5 by 5 matrix using orthogonal iteration. |
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Computes all eigenvalues and vectors of four matrices. |
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Computes singular value decomposition. |
Chapter 7 – Functions: Interpolation, Smoothing and Approximation
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Filename |
Description |
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Demonstration of Runge phenomenon using equally spaced interpolation. |
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Demonstation of Runge phenomenon using unequally spaced interpolation. |
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Demonstration of spline interpolation using both natural splines and splines with derivative conditions. |
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Demonstration of smoothing splines. Uses data in eppright.dat. |
Chapter 8 – Introduction to Optimization and Nonlinear Equations
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Description |
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Demonstration of numerical differentiation. |
Chapter 9 – Functions: Interpolation, Smoothing, and Approximation
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Filename |
Description |
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Computes results for logistic regression in Example 9.7 (Cox) to be compared with results in the demonstration chex97. |
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Computes results for logistic regression in Example 9.8 (Finney) to be compared with results in the demonstration chex98. Uses file finney.dat. |
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Computes results for Poisson regression in Example 9.9 (Frome) to be compared with results in the demonstration chex99. Uses file frome.dat. |
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Description |
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Computes posterior moments for variance components problem (Example 10.1) using the Korobov method. |