Functions for Monte Carlo Methods with R

mcsm contains a collection of functions that allows the reenactment of the R programs used in the book EnteR Monte Carlo Methods without further programming. Programs being available as well, they can be modified by the user to conduct one's own simulations.


Reference manual

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1.0 by Christian P. Robert, 10 years ago

Browse source code at

Authors: Christian P. Robert , Universite Paris Dauphine

Documentation:   PDF Manual  

GPL (>= 2) license

Depends on stats, MASS, coda

See at CRAN