Archive for CRAN

The R Companion to MCSM (9)

Posted in Books, Linux, Statistics with tags , , , , on April 29, 2009 by xi'an

The mcsm package has been validated by CRAN since I got the following emails

the right version on CRAN now ...

and even (recovered from my spam box because of the W word!)

this notification has been generated automatically.
Your package mcsm_1.0.tar.gz has been built for Windows and
will be published within 24 hours in the corresponding CRAN directory
(CRAN/bin/windows/contrib/2.9/).
R version 2.9.0 Patched (2009-04-27 r48414)

(something I obviously could not test!). So, with the package validated and made publicly available, we sent the Enter Monte Carlo Statistical Methods yesterday to John Kimmel from Springer Verlag New York for assessment and (eventually) publication. This is certainly the fastest book writing I have done so far since the previous books took between one year (The Bayesian Choice, Monte Carlo Statistical Methods) and two (Bayesian Core). Of course, using the background provided by Monte Carlo Statistical Methods helped a lot, including using some of the R programs we add already written for this book. The final sequence of chapters is

  1. Introduction to R programming
  2. Random variable generation
  3. Monte Carlo methods
  4. Controlling and accelerating convergence
  5. Monte Carlo optimization
  6. Metropolis-Hastings algorithms
  7. Gibbs samplers
  8. Convergence monitoring for MCMC algorithms

since we eventually decided against including a solution chapter for space (the book is long enough with 270 pages without adding the 50 pages of condensed solutions) and marketing reasons (we can upgrade the solutions in continuous time as well as make [some of] them only available to instructors), even though this may attract criticisms. (The mcsm package can [and need] also be upgraded at will, given the rapidity with which the CRAN maintainers include new packages.) Now, my forecast for the publication of the book is March 2010 at best, given that we need to go through a review process at first and that the production usually takes about six months (or more as in the case of the paperback The Bayesian Choice whose very first printing was lost by the delivery carrier except for a very few collectors!).

Done!!! [or The R companion to MCSM (8)]

Posted in Books, R, Statistics, Travel, University life with tags , , , , on April 27, 2009 by xi'an

After fighting a little bit with the complexities of writing an R package, and overcoming the boredom of documenting every function and writing down the demo codes, I have eventually finished the mcsm package (version 1.0) and sent it to CRAN for public access… Since this is mostly brainless (cut-and-paste, then tidy up documentation created by prompt), I was able to make progress in the small time-slots I found last week in Venezia. I got the various checking steps working with no error not warning message, but this may not be the case on other machines and I am waiting for the green light from the CRAN maintainers. In the meanwhile, the package can be downloaded with no warranty. As posted earlier, this was the very last step of writing the draft of Enter Monte Carlo Statistical Methods and therefore it is done, D.O.N.E…!!! I now stand ready to send the document to Springer for evaluation and comments! Although I would have wished for an earlier completion, writing the solution manual and the package took an extra month.