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.