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Front Cover
Chapman & Hall/CRCThe R Series
Published Titles
Contents
Preface
How to use this book
PART I: Programming
CHAPTER 1: Setting up
CHAPTER 2: R as a calculating environment
CHAPTER 3: Basic programming
CHAPTER 4: I/O: Input and output
CHAPTER 5: Programming with functions
CHAPTER 6: Sophisticated data structures
CHAPTER 7: Better graphics
CHAPTER 8: Pointers to further programming techniques
PART II: Numerical techniques
CHAPTER 9: Numerical accuracy and program efficiency
CHAPTER 10: Root-finding
CHAPTER 11: Numerical integration
CHAPTER 12: Optimisation
CHAPTER 13: Systems of ordinary differential equations
PART III: Probability and statistics
CHAPTER 14: Probability
CHAPTER 15: Random variables
CHAPTER 16: Discrete random variables
CHAPTER 17: Continuous random variables
CHAPTER 18: Parameter estimation
CHAPTER 19: Markov chains
PART IV: Simulation
CHAPTER 20: Simulation
CHAPTER 21: Monte Carlo integration
CHAPTER 22: Variance reduction
CHAPTER 23: Case studies
CHAPTER 24: Student projects
Glossary of R commands
Programs and functions developed in the text
Back Cover
Introduction to Scientific Programming and Simulation Using R Second Edition K16464_FM.indd 1 5/16/14 7:37 AM
Chapman & Hall/CRC The R Series Series Editors John M. Chambers Department of Statistics Stanford University Stanford, California, USA Duncan Temple Lang Department of Statistics University of California, Davis Davis, California, USA Torsten Hothorn Division of Biostatistics University of Zurich Switzerland Hadley Wickham RStudio Boston, Massachusetts, USA Aims and Scope This book series reflects the recent rapid growth in the development and application of R, the programming language and software environment for statistical computing and graphics. R is now widely used in academic research, education, and industry. It is constantly growing, with new versions of the core software released regularly and more than 5,000 packages available. It is difficult for the documentation to keep pace with the expansion of the software, and this vital book series provides a forum for the publication of books covering many aspects of the development and application of R. The scope of the series is wide, covering three main threads: • Applications of R to specific disciplines such as biology, epidemiology, genetics, engineering, finance, and the social sciences. • Using R for the study of topics of statistical methodology, such as linear and mixed modeling, time series, Bayesian methods, and missing data. • The development of R, including programming, building packages, and graphics. The books will appeal to programmers and developers of R software, as well as applied statisticians and data analysts in many fields. The books will feature detailed worked examples and R code fully integrated into the text, ensuring their usefulness to researchers, practitioners and students. K16464_FM.indd 2 5/16/14 7:37 AM
Published Titles Using R for Numerical Analysis in Science and Engineering , Victor A. Bloomfield Event History Analysis with R, Göran Broström Computational Actuarial Science with R, Arthur Charpentier Statistical Computing in C++ and R, Randall L. Eubank and Ana Kupresanin Reproducible Research with R and RStudio, Christopher Gandrud Introduction to Scientific Programming and Simulation Using R, Second Edition, Owen Jones, Robert Maillardet, and Andrew Robinson Displaying Time Series, Spatial, and Space-Time Data with R, Oscar Perpiñán Lamigueiro Programming Graphical User Interfaces with R, Michael F. Lawrence and John Verzani Analyzing Baseball Data with R, Max Marchi and Jim Albert Growth Curve Analysis and Visualization Using R, Daniel Mirman R Graphics, Second Edition, Paul Murrell Multiple Factor Analysis by Example Using R, Jérôme Pagès Customer and Business Analytics: Applied Data Mining for Business Decision Making Using R, Daniel S. Putler and Robert E. Krider Implementing Reproducible Research, Victoria Stodden, Friedrich Leisch, and Roger D. Peng Dynamic Documents with R and knitr, Yihui Xie K16464_FM.indd 3 5/16/14 7:37 AM
K16464_FM.indd 4 5/16/14 7:37 AM
Introduction to Scientific Programming and Simulation Using R Second Edition Owen Jones, Robert Maillardet, and Andrew Robinson University of Melbourne Parkville, Australia K16464_FM.indd 5 5/16/14 7:37 AM
CRC Press Taylor & Francis Group 6000 Broken Sound Parkway NW, Suite 300 Boca Raton, FL 33487-2742 © 2014 by Taylor & Francis Group, LLC CRC Press is an imprint of Taylor & Francis Group, an Informa business No claim to original U.S. Government works Version Date: 20140514 International Standard Book Number-13: 978-1-4665-7001-6 (eBook - PDF) This book contains information obtained from authentic and highly regarded sources. Reasonable efforts have been made to publish reliable data and information, but the author and publisher cannot assume responsibility for the validity of all materials or the consequences of their use. The authors and publishers have attempted to trace the copyright holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. If any copyright material has not been acknowledged please write and let us know so we may rectify in any future reprint. Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced, transmitted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented, including photocopying, microfilming, and recording, or in any information stor- age or retrieval system, without written permission from the publishers. For permission to photocopy or use material electronically from this work, please access www.copy- right.com (http://www.copyright.com/) or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organization that pro- vides licenses and registration for a variety of users. For organizations that have been granted a pho- tocopy license by the CCC, a separate system of payment has been arranged. Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation without intent to infringe. Visit the Taylor & Francis Web site at http://www.taylorandfrancis.com and the CRC Press Web site at http://www.crcpress.com
To Charlotte and Indigo Owen Jones To Deborah, Simone and Andr´e with my love Robert Maillardet To my parents Marian and Peter, and my son Felix Andrew Robinson
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