Statistical Computing with R

Chapter 11

Numerical Methods in R

11.1 Introduction

This chapter begins with a review of some concepts that should be understood by any statistician who will apply numerical methods that are implemented in statistical packages such as R. Following this introduction, a selection of examples are presented that illustrate the application of numerical methods using functions provided in R. Readers should refer to one or more of the relevant references for a thorough and rigorous presentation of the underlying principles.

Many excellent references are available on numerical methods. Two recent texts written to address the problems of statistical computing in particular are Monahan [202] and Lange [168]. The Monahan text is an excellent resource for ...