Statistical Computing in C++ and R

Randall L. Eubank, Ana Kupresanin

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English

CRC Press
21 January 2023

Mathematical & statistical software

Series: Chapman & Hall/CRC The R Series

"With the advancement of statistical methodology inextricably linked to the use of computers, new methodological ideas must be translated into usable code and then numerically evaluated relative to competing procedures. In response to this, Statistical Computing in C++ and R concentrates on the writing of code rather than the development and study of numerical algorithms per se. The book discusses code development in C++ and R and the use of these symbiotic languages in unison. It emphasizes that each offers distinct features that, when used in tandem, can take code writing beyond what can be obtained from either language alone.

The text begins with some basics of object-oriented languages, followed by a ""boot-camp"" on the use of C++ and R. The authors then discuss code development for the solution of specific computational problems that are relevant to statistics including optimization, numerical linear algebra, and random number generation. Later chapters introduce abstract data structures (ADTs) and parallel computing concepts. The appendices cover R and UNIX Shell programming.

Features

Includes numerous student exercises ranging from elementary to challenging

Integrates both C++ and R for the solution of statistical computing problems

Uses C++ code in R and R functions in C++ programs

Provides downloadable programs, available from the authors’ website

The translation of a mathematical problem into its computational analog (or analogs) is a skill that must be learned, like any other, by actively solving relevant problems. The text reveals the basic principles of algorithmic thinking essential to the modern statistician as well as the fundamental skill of communicating with a computer through the use of the computer languages C++ and R. The book lays the foundation for original code development in a research environment."

By: Randall L. Eubank, Ana Kupresanin
Imprint: CRC Press
Country of Publication: United Kingdom
Dimensions: Height: 254mm, Width: 178mm,
Weight: 957g
ISBN: 9781032477619
ISBN 10: 103247761X
Series: Chapman & Hall/CRC The R Series
Pages: 556
Publication Date: 21 January 2023
Audience: College/higher education , Primary
Format: Paperback
Publisher's Status: Active

Introduction. Computer Representation of Numbers. A Sketch of C++. Generation of Pseudo-Random Numbers. Programming in R. Creating Classes and Methods in R. Numerical Linear Algebra. Numerical Optimization. Abstract Data Structures. Data Structures in C++. Parallel Computing in C++ and R. An Introduction to Unix. An Introduction to R. C++ Library Extensions (TR1). The Matrix and Vector Classes. The ranGen Class. References. Index.

Randall L. Eubank, Ana Kupresanin

Reviews for Statistical Computing in C++ and R

...the first treatment of parallel programming in R that I have seen in a book. The text is replete with code examples and there are numerous end-of-chapter exercises. -International Statistical Review, 2013