John F. Monahan

Numerical Methods of Statistics, Cambridge Univ Press, 2001

Current (October 2008) Errata

Click on links to get list of Fortran95, R, or SAS files

Chapter 1 -- Algorithms and Computers

Chapter 2 -- Computer Arithmetic  F95   R

Chapter 3 -- Matrices and Linear Equations  F95   R

Chapter 4 -- More Methods for Solving Linear Equations  F95   R

Chapter 5 -- Regression Computations  F95   R    SAS

Chapter 6 -- Eigenproblems  F95   R

Chapter 7 -- Functions: Interpolation, Smoothing, and Approximation  F95    R

Chapter 8 -- Introduction to Optimization and Nonlinear Equations  F95    R

Chapter 9 -- Maximum Likelihood and Nonlinear Regression  F95    R    SAS

Chapter 10 -- Numerical Integration and Monte Carlo Methods  F95   R

Chapter 11 -- Generating Random Variables for Other Distributions  F95    R

Chapter 12 -- Statistical Methods for Integration and Monte Carlo  F95    R

Chapter 13 -- Markov Chain Monte Carlo Methods  F95    R    SAS  

Chapter 14 -- Sorting and Fast Algorithms  F95    R

Copyright Notice for programs

To copy all Fortran files:

UNIX users: download compressed, tarred nmosa00.tar.Z and follow instructions in readmetar file

Windows users: download zipped executable file nmosa00.exe and follow instructions in readmezip

 Notes and Suggestions