Introduction to Scientific Programming and Simulation Using R, Second Edition, 2nd Edition

Introduction to Scientific Programming and Simulation Using R, Second Edition, 2nd Edition

by Owen Jones, Robert Maillardet, Andrew Robinson
Released June 2014
Publisher(s): CRC Press
ISBN: 9781466570016

Read it now on the O’Reilly learning platform with a 10-day free trial.

O’Reilly members get unlimited access to books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.

Start your free trial

Book description

Learn How to Program Stochastic Models

Highly recommended, the best-selling first edition of Introduction to Scientific Programming and Simulation Using R was lauded as an excellent, easy-to-read introduction with extensive examples and exercises. This second edition continues to introduce scientific programming and stochastic modelling in a clear, practical, and thorough way. Readers learn programming by experimenting with the provided R code and data.

The book’s four parts teach:

  • Core knowledge of R and programming concepts
  • How to think about mathematics from a numerical point of view, including the application of these concepts to root finding, numerical integration, and optimisation
  • Essentials of probability, random variables, and expectation required to understand simulation
  • Stochastic modelling and simulation, including random number generation and Monte Carlo integration

In a new chapter on systems of ordinary differential equations (ODEs), the authors cover the Euler, midpoint, and fourth-order Runge-Kutta (RK4) schemes for solving systems of first-order ODEs. They compare the numerical efficiency of the different schemes experimentally and show how to improve the RK4 scheme by using an adaptive step size.

Another new chapter focuses on both discrete- and continuous-time Markov chains. It describes transition and rate matrices, classification of states, limiting behaviour, Kolmogorov forward and backward equations, finite absorbing chains, and expected hitting times. It also presents methods for simulating discrete- and continuous-time chains as well as techniques for defining the state space, including lumping states and supplementary variables.

Building readers’ statistical intuition, Introduction to Scientific Programming and Simulation Using R, Second Edition shows how to turn algorithms into code. It is designed for those who want to make tools, not just use them. The code and data are available for download from CRAN.

Table of contents

  1. Front Cover
  2. Chapman & Hall/CRCThe R Series
  3. Published Titles (1/2)
  4. Published Titles (2/2)
  5. Contents (1/2)
  6. Contents (2/2)
  7. Preface
  8. How to use this book (1/2)
  9. How to use this book (2/2)
  10. PART I: Programming
  11. CHAPTER 1: Setting up (1/2)
  12. CHAPTER 1: Setting up (2/2)
  13. CHAPTER 2: R as a calculating environment (1/4)
  14. CHAPTER 2: R as a calculating environment (2/4)
  15. CHAPTER 2: R as a calculating environment (3/4)
  16. CHAPTER 2: R as a calculating environment (4/4)
  17. CHAPTER 3: Basic programming (1/4)
  18. CHAPTER 3: Basic programming (2/4)
  19. CHAPTER 3: Basic programming (3/4)
  20. CHAPTER 3: Basic programming (4/4)
  21. CHAPTER 4: I/O: Input and output (1/3)
  22. CHAPTER 4: I/O: Input and output (2/3)
  23. CHAPTER 4: I/O: Input and output (3/3)
  24. CHAPTER 5: Programming with functions (1/6)
  25. CHAPTER 5: Programming with functions (2/6)
  26. CHAPTER 5: Programming with functions (3/6)
  27. CHAPTER 5: Programming with functions (4/6)
  28. CHAPTER 5: Programming with functions (5/6)
  29. CHAPTER 5: Programming with functions (6/6)
  30. CHAPTER 6: Sophisticated data structures (1/6)
  31. CHAPTER 6: Sophisticated data structures (2/6)
  32. CHAPTER 6: Sophisticated data structures (3/6)
  33. CHAPTER 6: Sophisticated data structures (4/6)
  34. CHAPTER 6: Sophisticated data structures (5/6)
  35. CHAPTER 6: Sophisticated data structures (6/6)
  36. CHAPTER 7: Better graphics (1/4)
  37. CHAPTER 7: Better graphics (2/4)
  38. CHAPTER 7: Better graphics (3/4)
  39. CHAPTER 7: Better graphics (4/4)
  40. CHAPTER 8: Pointers to further programming techniques (1/6)
  41. CHAPTER 8: Pointers to further programming techniques (2/6)
  42. CHAPTER 8: Pointers to further programming techniques (3/6)
  43. CHAPTER 8: Pointers to further programming techniques (4/6)
  44. CHAPTER 8: Pointers to further programming techniques (5/6)
  45. CHAPTER 8: Pointers to further programming techniques (6/6)
  46. PART II: Numerical techniques
  47. CHAPTER 9: Numerical accuracy and program efficiency (1/4)
  48. CHAPTER 9: Numerical accuracy and program efficiency (2/4)
  49. CHAPTER 9: Numerical accuracy and program efficiency (3/4)
  50. CHAPTER 9: Numerical accuracy and program efficiency (4/4)
  51. CHAPTER 10: Root-finding (1/5)
  52. CHAPTER 10: Root-finding (2/5)
  53. CHAPTER 10: Root-finding (3/5)
  54. CHAPTER 10: Root-finding (4/5)
  55. CHAPTER 10: Root-finding (5/5)
  56. CHAPTER 11: Numerical integration (1/4)
  57. CHAPTER 11: Numerical integration (2/4)
  58. CHAPTER 11: Numerical integration (3/4)
  59. CHAPTER 11: Numerical integration (4/4)
  60. CHAPTER 12: Optimisation (1/6)
  61. CHAPTER 12: Optimisation (2/6)
  62. CHAPTER 12: Optimisation (3/6)
  63. CHAPTER 12: Optimisation (4/6)
  64. CHAPTER 12: Optimisation (5/6)
  65. CHAPTER 12: Optimisation (6/6)
  66. CHAPTER 13: Systems of ordinary differential equations (1/5)
  67. CHAPTER 13: Systems of ordinary differential equations (2/5)
  68. CHAPTER 13: Systems of ordinary differential equations (3/5)
  69. CHAPTER 13: Systems of ordinary differential equations (4/5)
  70. CHAPTER 13: Systems of ordinary differential equations (5/5)
  71. PART III: Probability and statistics
  72. CHAPTER 14: Probability (1/3)
  73. CHAPTER 14: Probability (2/3)
  74. CHAPTER 14: Probability (3/3)
  75. CHAPTER 15: Random variables (1/6)
  76. CHAPTER 15: Random variables (2/6)
  77. CHAPTER 15: Random variables (3/6)
  78. CHAPTER 15: Random variables (4/6)
  79. CHAPTER 15: Random variables (5/6)
  80. CHAPTER 15: Random variables (6/6)
  81. CHAPTER 16: Discrete random variables (1/3)
  82. CHAPTER 16: Discrete random variables (2/3)
  83. CHAPTER 16: Discrete random variables (3/3)
  84. CHAPTER 17: Continuous random variables (1/5)
  85. CHAPTER 17: Continuous random variables (2/5)
  86. CHAPTER 17: Continuous random variables (3/5)
  87. CHAPTER 17: Continuous random variables (4/5)
  88. CHAPTER 17: Continuous random variables (5/5)
  89. CHAPTER 18: Parameter estimation (1/6)
  90. CHAPTER 18: Parameter estimation (2/6)
  91. CHAPTER 18: Parameter estimation (3/6)
  92. CHAPTER 18: Parameter estimation (4/6)
  93. CHAPTER 18: Parameter estimation (5/6)
  94. CHAPTER 18: Parameter estimation (6/6)
  95. CHAPTER 19: Markov chains (1/14)
  96. CHAPTER 19: Markov chains (2/14)
  97. CHAPTER 19: Markov chains (3/14)
  98. CHAPTER 19: Markov chains (4/14)
  99. CHAPTER 19: Markov chains (5/14)
  100. CHAPTER 19: Markov chains (6/14)
  101. CHAPTER 19: Markov chains (7/14)
  102. CHAPTER 19: Markov chains (8/14)
  103. CHAPTER 19: Markov chains (9/14)
  104. CHAPTER 19: Markov chains (10/14)
  105. CHAPTER 19: Markov chains (11/14)
  106. CHAPTER 19: Markov chains (12/14)
  107. CHAPTER 19: Markov chains (13/14)
  108. CHAPTER 19: Markov chains (14/14)
  109. PART IV: Simulation
  110. CHAPTER 20: Simulation (1/5)
  111. CHAPTER 20: Simulation (2/5)
  112. CHAPTER 20: Simulation (3/5)
  113. CHAPTER 20: Simulation (4/5)
  114. CHAPTER 20: Simulation (5/5)
  115. CHAPTER 21: Monte Carlo integration (1/2)
  116. CHAPTER 21: Monte Carlo integration (2/2)
  117. CHAPTER 22: Variance reduction (1/3)
  118. CHAPTER 22: Variance reduction (2/3)
  119. CHAPTER 22: Variance reduction (3/3)
  120. CHAPTER 23: Case studies (1/9)
  121. CHAPTER 23: Case studies (2/9)
  122. CHAPTER 23: Case studies (3/9)
  123. CHAPTER 23: Case studies (4/9)
  124. CHAPTER 23: Case studies (5/9)
  125. CHAPTER 23: Case studies (6/9)
  126. CHAPTER 23: Case studies (7/9)
  127. CHAPTER 23: Case studies (8/9)
  128. CHAPTER 23: Case studies (9/9)
  129. CHAPTER 24: Student projects (1/8)
  130. CHAPTER 24: Student projects (2/8)
  131. CHAPTER 24: Student projects (3/8)
  132. CHAPTER 24: Student projects (4/8)
  133. CHAPTER 24: Student projects (5/8)
  134. CHAPTER 24: Student projects (6/8)
  135. CHAPTER 24: Student projects (7/8)
  136. CHAPTER 24: Student projects (8/8)
  137. Glossary of R commands
  138. Back Cover

Product information

  • Title: Introduction to Scientific Programming and Simulation Using R, Second Edition, 2nd Edition
  • Author(s): Owen Jones, Robert Maillardet, Andrew Robinson
  • Release date: June 2014
  • Publisher(s): CRC Press
  • ISBN: 9781466570016