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The R Book
Michael J. Crawley
1 Getting Started 1
2 Essentials of the R Language 9
3 Data Input 97
4 Dataframes 107
5 Graphics 135
6 Tables 183
7 Mathematics 195
8 Classical Tests 279
9 Statistical Modelling 323
10 Regression 387
11 Analysis of Variance 449
12 Analysis of Covariance 489
13 Generalized Linear Models 511
14 Count Data 527
15 Count Data in Tables 549
16 Proportion Data 569
17 Binary Response Variables 593
18 Generalized Additive Models 611
19 Mixed-Effects Models 627
20 Non-linear Regression 661
21 Tree Models 685
22 Time Series Analysis 701
23 Multivariate Statistics 731
24 Spatial Statistics 749
25 Survival Analysis 787
26 Simulation Models 811
27 Changing the Look of Graphics 827
References and Further Reading 873
Index 877
2012-08-01
C++ DESIGN PATTERNS AND DERIVATIVES PRICING
Design patterns are the cutting-edge paradigm for programming in object-oriented lan-
guages. Here they are discussed in the context of implementing financial models in C++.
Assuming only a basic knowledge of C++ and mathematical finance, the reader is taught
how to produce well-designed, structured, reusable code via concrete examples.
This new edition includes several new chapters describing how to increase robustness
in the presence of exceptions, how to design a generic factory, how to interface C++
with EXCEL, and how to improve code design using the idea of decoupling. Complete
ANSI/ISO compatible C++ source code is hosted on an accompanying website for the
reader to study in detail, and reuse as they see fit.
2009-08-06
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