My new book Computational Methods for Numerical Analysis with R came out today from Chapman & Hall/CRC Press. This book is a long-standing project of mine–originally started in 2001, and then using Octave as the base language. As the world didn’t need yet another book on doing numerical analysis in Octave, and therefore MATLAB, I eventually moved it to R.
Computational Methods for Numerical Analysis with R is an overview of traditional numerical analysis topics presented using R. This guide shows how common functions from linear algebra, interpolation, numerical integration, optimization, and differential equations can be implemented in pure R code. Every algorithm described is given with a complete function implementation in R, along with examples to demonstrate the function and its use.
Computational Methods for Numerical Analysis with R is intended for those who already know R, but are interested in learning more about how the underlying algorithms work. As such, it is suitable for statisticians, economists, and engineers, and others with a computational and numerical background.
There’s an associated package for R, called CMNA and the 1.0.0 release is available now. This package includes working implementations of all the methods discussed in Computational Methods for Numerical Analysis with R. For more information, please see Computational Methods for Numerical Analysis with R.
Image by Jorge Royan / Wikimedia Commons.