R for scientific programming
刚看完《Introduction to Scientific Programming and Simulation Using R》这本书,
第一部分是R编程入门; 第二部分是数值计算,主要是解方程,求积分和优化;第三部分是概率和统计,主要讲概率、随机变量等概念和参数估计; 第四部分是simulation,主要讲Monte Carlo积分和方差降低。
总结一下,看这本书时写的代码和笔记:
- Root finding: http://guangchuangyu.github.io/2010/12/root-finding/
- One dimensional integration: http://guangchuangyu.github.io/2010/12/one-dimensional-integrals/
- Single variable optimization: http://guangchuangyu.github.io/2011/01/single-variable-optimization/
- S3 OOP: http://guangchuangyu.github.io/2010/10/the-s3-oop-system/
- Estimate Pi by Monte Carlo Method: http://guangchuangyu.github.io/cn/2011/09/monte-carlo-estimate-pi/
- Monte Carlo integration: http://guangchuangyu.github.io/cn/2011/09/mc-integration/
- Antithetic sampling:https://gist.github.com/1938586