John F. Monahan

Numerical Methods
of Statistics (second edition), Cambridge
Univ Press, 2011

Click on F95, R, or SAS links to get list of code files.

Chapter | Title | Fortran 95 | R | SAS |

1 | Algorithms and Computers | |||

2 | Computer Arithmetic | F95 | R | |

3 | Matrices and Linear Equations | F95 | R | |

4 | More Methods for Solving Linear Equations | F95 | R | |

5 | Regression Computations | F95 | R | SAS |

6 | Eigenproblems | F95 | R | |

7 | Functions: Interpolation, Smoothing, and Approximation | F95 | R | |

8 | Introduction to Optimization and Nonlinear Equations | F95 | R | |

9 | Maximum Likelihood and Nonlinear Regression | F95 | R | |

10 | Numerical Integration and Monte Carlo Methods | F95 | R | |

11 | Generating Random Variables for Other Distributions | F95 | ||

12 | Statistical Methods for Integration and Monte Carlo | F95 | R | |

13 | Markov Chain Monte Carlo Methods | F95 | R | SAS |

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