John F. Monahan

Numerical Methods of Statistics, Cambridge Univ Press, 2001

Current (July 2004) Errata

 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

Click on chapter number to get list of Fortran files

Chapter 1 -- Algorithms and Computers

Chapter 2 -- Computer Arithmetic

Chapter 3 -- Matrices and Linear Equations

Chapter 4 -- More Methods for Solving Linear Equations

Chapter 5 -- Regression Computations

Chapter 6 -- Eigenproblems

Chapter 7 -- Functions: Interpolation, Smoothing and Approximation

Chapter 8 -- Introduction to Optimization and Nonlinear Equations

Chapter 9 -- Maximum Likelihood and Nonlinear Regression

Chapter 10 -- Numerical Integration and Monte Carlo Methods

Chapter 11 -- Generating Random Variables for Other Distributions

Chapter 12 -- Statistical Methods for Integration and Monte Carlo

Chapter 13 -- Markov Chain Monte Carlo Methods

Chapter 14 -- Sorting and Fast Algorithms

Click here for the list of SAS files.

Click here for preliminary list of S files.

 Notes and Suggestions