John F. Monahan
Numerical Methods
of Statistics, Cambridge
Univ Press, 2001
Current (July 2004)
Errata
Copyright Notice for programs
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Chapter 1 -- Algorithms and Computers
Chapter 2 -- Computer Arithmetic
Chapter 3 -- Matrices and Linear Equations
Chapter 4 -- More Methods for Solving Linear Equations
Chapter 5 -- Regression Computations
Chapter 6 -- Eigenproblems
Chapter 7 -- Functions: Interpolation, Smoothing and
Approximation
Chapter 8 -- Introduction to Optimization and Nonlinear
Equations
Chapter 9 -- Maximum Likelihood and Nonlinear Regression
Chapter 10 -- Numerical Integration and Monte Carlo Methods
Chapter 11 -- Generating Random Variables for Other
Distributions
Chapter 12 -- Statistical Methods for Integration and Monte
Carlo
Chapter 13 -- Markov Chain Monte Carlo Methods
Chapter 14 -- Sorting and Fast Algorithms
Click here for the list of SAS files.
Click here for preliminary list of S files.