Optimization

• R/Splus code, 1D example.
  
• R/Splus code, 1D example, contd.
  
• R/Splus code, pD example.
  
• R/Splus code, solution to HW#2.
  

Approximation

• R/Splus code, Normal approximation.
  
• Plot of joint posterior + Normal approximation.
  
• R/Splus code, Laplace marginal approximation.
  
• Plot of marginal + marginal approximations.
  

Integration

• C/fortran code, multiple quadrature (tape archive - tar - format).
  
• Individual subroutines:
  
  • Makefile
    
  • integrate.c
    
  • func.c
    
  • mem.c
    
  • dcuhre.f
    
  • Netlib link to dcuhre package (shell archive).
    

• code
  
• data
  
• output
  
• plot
  

• Makefile
  
• integrate3.c
  
• func3.c
  
• gamma.c
  
• mem.c
  
• rant.c
  
• tdens.c
  
• sample output
  

• R/Splus code for Weibull example.
  
• Random walk plots 1-9.
  
• Random walk plots 10-18.
  
• Random walk plots 19-27.
  
• Random walk plots 28-36.
  
• Independence chain plots 1-9.
  
• Independence chain plots 10-18.
  
• Independence chain plots 19-27.
  
• Componentwise plots 1-9.
  
• Componentwise plots 10-18.
  
• Componentwise pltos 19-27.
  
• R/Splus code for Gibbs/ratio-of-uniforms example.
  
• Gibbs updates using ratio-of-uniforms.
  
• Adaptive Rejection Sampling. Slides & resources from Christine's presentation.
  
• R/Splus code for reversible jump example. Mixture of exponentials, unknown number of components.
  

Miscellany

• Netlib archive. A tremendous repository for numerical software.
• CRAN archive of contributed R code.
• Statlib archive of contributed Splus code.
• Use of dynamic libraries in statistical computations. Slides & resources from Fabio's presentation.
• Lapack Quick Reference. A link to Netlib.
• BLAS Quick Reference. A link to Netlib.
• RANDLIB. Library of pseudo-random number generators. A link to MDACC.
• DCDFLIB. Library of routines to calculate CDFs and their inverses. A link to MDACC.
• C dynamic memory allocation routines. Dynamic allocation of common data structures in C, including multidimensional arrays of various types and an example of a linked list. Sources of the various routines are noted.