| |
| |
Preface | |
| |
| |
| |
Introduction | |
| |
| |
| |
Computational Statistics and Statistical Computing | |
| |
| |
| |
The R Environment | |
| |
| |
| |
Getting Started with R | |
| |
| |
| |
Using the R Online Help System | |
| |
| |
| |
Functions | |
| |
| |
| |
Arrays, Data Frames, and Lists | |
| |
| |
| |
Workspace and Files | |
| |
| |
| |
Using Scripts | |
| |
| |
| |
Using Packages | |
| |
| |
| |
Graphics | |
| |
| |
| |
Probability and Statistics Review | |
| |
| |
| |
Random Variables and Probability | |
| |
| |
| |
Some Discrete Distributions | |
| |
| |
| |
Some Continuous Distributions | |
| |
| |
| |
Multivariate Normal Distribution | |
| |
| |
| |
Limit Theorems | |
| |
| |
| |
Statistics | |
| |
| |
| |
Bayes' Theorem and Bayesian Statistics | |
| |
| |
| |
Markov Chains | |
| |
| |
| |
Methods for Generating Random Variables | |
| |
| |
| |
Introduction | |
| |
| |
| |
The Inverse Transform Method | |
| |
| |
| |
The Acceptance-Rejection Method | |
| |
| |
| |
Transformation Methods | |
| |
| |
| |
Sums and Mixtures | |
| |
| |
| |
Multivariate Distributions | |
| |
| |
| |
Stochastic Processes | |
| |
| |
Exercises | |
| |
| |
| |
Visualization of Multivariate Data | |
| |
| |
| |
Introduction | |
| |
| |
| |
Panel Displays | |
| |
| |
| |
Surface Plots and 3D Scatter Plots | |
| |
| |
| |
Contour Plots | |
| |
| |
| |
Other 2D Representations of Data | |
| |
| |
| |
Other Approaches to Data Visualization | |
| |
| |
Exercises | |
| |
| |
| |
Monte Carlo Integration and Variance Reduction | |
| |
| |
| |
Introduction | |
| |
| |
| |
Monte Carlo Integration | |
| |
| |
| |
Variance Reduction | |
| |
| |
| |
Antithetic Variables | |
| |
| |
| |
Control Variates | |
| |
| |
| |
Importance Sampling | |
| |
| |
| |
Stratified Sampling | |
| |
| |
| |
Stratified Importance Sampling | |
| |
| |
Exercises | |
| |
| |
R Code | |
| |
| |
| |
Monte Carlo Methods in Inference | |
| |
| |
| |
Introduction | |
| |
| |
| |
Monte Carlo Methods for Estimation | |
| |
| |
| |
Monte Carlo Methods for Hypothesis Tests | |
| |
| |
| |
Application | |
| |
| |
Exercises | |
| |
| |
| |
Bootstrap and Jackknife | |
| |
| |
| |
The Bootstrap | |
| |
| |
| |
The Jackknife | |
| |
| |
| |
Jackknife-after-Bootstrap | |
| |
| |
| |
Bootstrap Confidence Intervals | |
| |
| |
| |
Better Bootstrap Confidence Intervals | |
| |
| |
| |
Application | |
| |
| |
Exercises | |
| |
| |
| |
Permutation Tests | |
| |
| |
| |
Introduction | |
| |
| |
| |
Tests for Equal Distributions | |
| |
| |
| |
Multivariate Tests for Equal Distributions | |
| |
| |
| |
Application | |
| |
| |
Exercises | |
| |
| |
| |
Markov Chain Monte Carlo Methods | |
| |
| |
| |
Introduction | |
| |
| |
| |
The Metropolis-Hastings Algorithm | |
| |
| |
| |
The Gibbs Sampler | |
| |
| |
| |
Monitoring Convergence | |
| |
| |
| |
Application | |
| |
| |
Exercises | |
| |
| |
R Code | |
| |
| |
| |
Probability Density Estimation | |
| |
| |
| |
Univariate Density Estimation | |
| |
| |
| |
Kernel Density Estimation | |
| |
| |
| |
Bivariate and Multivariate Density Estimation | |
| |
| |
| |
Other Methods of Density Estimation | |
| |
| |
Exercises | |
| |
| |
R Code | |
| |
| |
| |
Numerical Methods in R | |
| |
| |
| |
Introduction | |
| |
| |
| |
Root-finding in One Dimension | |
| |
| |
| |
Numerical Integration | |
| |
| |
| |
Maximum Likelihood Problems | |
| |
| |
| |
One-dimensional Optimization | |
| |
| |
| |
Two-dimensional Optimization | |
| |
| |
| |
The EM Algorithm | |
| |
| |
| |
Linear Programming - The Simplex Method | |
| |
| |
| |
Application | |
| |
| |
Exercises | |
| |
| |
| |
Notation | |
| |
| |
| |
Working with Data Frames and Arrays | |
| |
| |
| |
Resampling and Data Partitioning | |
| |
| |
| |
Subsetting and Reshaping Data | |
| |
| |
| |
Data Entry and Data Analysis | |
| |
| |
References | |
| |
| |
Index | |