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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

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.