Xi'an's Og

The final (if not last) chapter of the R book with George Casella on convergence assessement and adaptation now stands completed! We have now reached six completed chapters for the first draft,

1. Introduction to R programming
2. Random variable generation
3. Monte Carlo methods
4. Controlling and accelerating convergence
5. Monte Carlo optimization
6. [=8] Convergence monitoring for MCMC algorithms

with 200 pages and 62K words, as well as 56 figures… I have found this terminal chapter on MCMC convergence assessment more of a challenge than I thought earlier, because I changed a lot in Chapter 11 of Monte Carlo Statistical Methods and also included detailed entries to the coda and amcmc R packages. Now, there only remain two chapters about Metropolis algorithms and Gibbs sampling to produce and we are done with the first draft!

About the title: it is certainly not going to be “The R Companion to Monte Carlo Statistical Methods“, since the book is supposed to stand on its own right. Here is a list of potential titles you may vote for, although the final title will possibly end up being something completely different!

This entry was posted on February 7, 2009 at 3:22 pm and is filed under Books, Statistics with tags MCMC, Monte Carlo, R, simulation. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.