https://github.com/alexcombessie/ensae_computational-statistics

Personal answers to a few chosen exercises in the book Monte Carlo Statistical Methods by Robert and Casella - For the "Computational Statistics" course by Christian Robert at ENSAE ParisTech
https://github.com/alexcombessie/ensae_computational-statistics

ensae-paristech markov-chain monte-carlo

Last synced: 10 days ago
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Personal answers to a few chosen exercises in the book Monte Carlo Statistical Methods by Robert and Casella - For the "Computational Statistics" course by Christian Robert at ENSAE ParisTech

• Host: GitHub
• URL: https://github.com/alexcombessie/ensae_computational-statistics
• Owner: alexcombessie
• Created: 2015-11-24T08:54:45.000Z (about 9 years ago)
• Default Branch: master
• Last Pushed: 2015-12-24T00:03:29.000Z (about 9 years ago)
• Last Synced: 2024-11-06T03:04:21.230Z (about 2 months ago)
• Topics: ensae-paristech, markov-chain, monte-carlo
• Language: R
• Homepage:
• Size: 6.84 KB
• Stars: 0
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# ENSAE_Computational-Statistics

My personal answers to a few chosen exercises in the book Monte Carlo Statistical Methods by Robert and Casella. 

It contains examples of random variable generation, Monte Carlo implementations, and Markov Chains. 

Special note for other students in courses based on this book: feel free to read my code and reuse its "spirit" but please, no copy paste :)