This page contains some useful resources concerning the programming lanaguage R for ST407 Monte Carlo methods.
The best piece of advice I can give you is to play around with R having gained some basic knowledge of it. You will always be learning new things.
1) For those new to R, click here. This is a set of lecture notes taking you from the beginner to expert level. Session 1-7 are probably the most useful and most relevant for the module and dissertation.
For those short on time, click here.
2) For those more familiar with Matlab, click here. This provides a very useful conversion table between the two programming languages.
3) As R can be quite intimidating with its unfriendly, bare interface, I'd recommend downloading R Studio. The presentation is much clearer, and this should help with programming. I've only started using this recently, and it's already helped me out.
4) If you want to test your R skills and general programming skills, click here for an excellent set of exercises devised specifically for R. Mastering the majority of these exercises will put you in good stead.
5) If in doubt with what is possible in R etc. I recommend www.rseek.org or general googling.
ST407 Monte Carlo Methods Example R Scripts
N.B. Some errors may still exist in the scripts!
Practical 1 (8th October 2012)
Practical 2 (15th October 2012)
Practical 3 (22nd October 2012, courtesy of Axel Finke)
Practical 4 (29th October 2012)
Practical 5 (5th November 2012)
Practical 6 (12th November 2012)
Practical 7 (19th November 2012)
Practical 8 (26th November 2012)
Practical 9 (3rd December 2012)