Computational Statistics

by Geof H. Givens and Jennifer A. Hoeting

A comprehensive text on modern and classical methods of statistical computing and computational statistics with detailed examples and problems drawn from diverse fields including bioinformatics, ecology, medicine, computer vision, and stochastic finance.
The 4th printing is now available. This includes earlier revisions that fixed a few typos and improved discussion of Gibbs sampling.

Code and examples in the R language are now available here.

Click here for secret alternative cover image.

For our readers:

*The final paragraph of the preface indicates if you own a 2nd, 3rd, or 4th printing copy.

Short courses for scientists, statisticians, and professionals:
Contributions from readers:
  • We invite readers to send us new homework problems and datasets via email. These may be added to this website. You will be credited if we use them in a second edition.
Code

Here are files with code and examples in the R language. These include complete code to replicate many of our examples and figures. We also provide additional examples and new coding exercises. This is a .zip file with several text files with code and comments, some data and libraries, and an overview document.

Datasets

Datasets are provided as space-delimited ascii files with a header row of column names. A corresponding text file describing each dataset is also provided. A zipped archive of all files can be obtained here. Click on the download buttons ( ) below to obtain individual files. Note: some data values have been rounded here, so results may differ very slightly from those in the text.

Dataset Chapter Reference Data Description
All data 1-12 Includes descriptions
San Fancisco weather 1 Example 1.3
sanfrancisco.dat
sanfrancisco.txt
Human face recognition 2, 12 Example 2.5, Problem 12.4
face-recognition.dat
face-recognition.txt
Leukemia remissions 2 Problem 2.3
leukemia.dat
leukemia.txt
Oil spills 2 Problem 2.5
oilspills.dat
oilspills.txt
Flour beetles 2 Problem 2.6
flourbeetles.dat
flourbeetles.txt
Baseball salaries 3, 8 Examples 3.3, 3.5, 3.6, 3.7, 8.4 Problems 3.1, 3.2, 3.3, 3.4
baseball.dat
baseball.txt
Genetic mapping (small) 3 Example 3.4, Problems 3.5, 3.6
geneticmapping.dat
geneticmapping.txt
Genetic mapping (large) 3 Problem 3.7
geneticmapping2.dat
geneticmapping2.txt
Wine chemistry 3 Problem 3.8
wine.dat
wine.txt
Censored data 4 Example 4.7
censoreddata.dat
censoreddata.txt
HIV risk 4 Problem 4.2
hivrisk.dat
hivrisk.txt
Trivariate normal 4 Problem 4.3
trivariatenormal.dat
trivariatenormal.txt
Gear coupling failures 4 Problem 4.4
gearcouplings.dat
gearcouplings.txt
Coin flips for Baum-Welch 4 Problem 4.5
coin.dat
coin.txt
Alzheimer's disease 5 Examples 5.1, 5.2, 5.3, 5.4, 5.5
alzheimers.dat
alzheimers.txt
Coal mining disasters 6, 7 Problems 6.4, 7.6
coal.dat
coal.txt
Mixture distribution 7 Examples 7.2, 7.3, 7.5, Problem 7.2
mixture.dat
mixture.txt
Fur seal pups 7 Section 7.4
fursealpups.dat
fursealpups.txt
Breast cancer 7 Problem 7.5
breastcancer.dat
breastcancer.txt
Pigment moisture 7 Problem 7.8
pigment.dat
pigment.txt
Utah serviceberry 8 Examples 8.6, 8.7, 8.9
utahserviceberry.dat
utahserviceberry.txt
Linear 'image' 8 Problem 8.4
image1d.dat
image1d.txt
X 'image' 8 Problem 8.5
ximage.dat
ximage.txt
Copper-nickel alloy 9 Examples 9.3, 9.4, 9.5, 9.6, 9.7, 9.8
alloy.dat
alloy.txt
Salmon population 9 Problem 9.4
salmon.dat
salmon.txt
Cancer survival 9 Problem 9.5
cancersurvival.dat
cancersurvival.txt
Bimodal density 10 Examples 10.1, 10.5
bimodal.dat
bimodal.txt
Whale migration 10 Examples 10.2, 10.3, 10.4, 10.6
whalemigration.dat
whalemigration.txt
Bivariate rotation 10 Example 10.8
2drotation.dat
2drotation.txt
Infrared emissions 10 Problems 10.1, 10.2
infrared.dat
infrared.txt
Manifold data 10 Problem 10.5
manifold.dat
manifold.txt
Easy smoothing 11 Figure 11.1, Examples 11.1, 11.2, 11.3, 11.4, 11.5, 11.7
easysmooth.dat
easysmooth.txt
Difficult smoothing 11 Example 11.8
toughsmooth.dat
toughsmooth.txt
General bivariate curve 11, 12 Figure 11.18, Example 12.7, Problem 12.8
bivariatecurve.dat
bivariatecurve.txt
Martian atmosphere 11 Problem 11.4
mars.dat
mars.txt
Martian atmosphere - all 11 Problem 11.4
mars-all.dat
mars-all.txt
Air blast pressure 11 Problems 11.6, 11.7
airblast.dat
airblast.txt
Norwegian paper plant 12 Examples 12.1, 12.3
norwaypaper.dat
norwaypaper.txt
Drug abuse 12 Example 12.2
drugabuse.dat
drugabuse.txt
Stream monitoring 12 Examples 12.4, 12.5, 12.6, Problem 12.5
stream.dat
stream.txt
Body fat 12 Problems 12.2, 12.3
bodyfat.dat
bodyfat.txt
Reviews:
"The authors write beautifully"
--David W. Scott, Rice University, past editor of Journal of Computational and Graphical Statistics and Journal of Computational Statistics
"I have adopted your book as a text for my class. I have taught different versions of this course since 1989 and your book covers just the right material for me with lots of real examples. I am enjoying it a lot. Congratulations on publishing it at less than $100!"
--Susan Holmes, Stanford University
"This book will be a terrific reference for workers in the field"
--Michael Newton, Univ. of Wisconsin, 2004 COPSS Presidents' Award recipient
"This book includes more of the topics that I think are crucial for statistical computing than any other text I've encountered"
--Kate Cowles, Univ. of Iowa
"The book includes a solid theoretical background at the introductory graduate level, practical advice, application to real datasets, and very few errors. It covers a large selection of topics very well. ...This is an excellent first edition of a text that I hope to use the next time I teach a statistical computing course."
--Duncan Murdoch, Univ. of Western Ontario, reviewing the book for Journal of Statistical Software