Statistics: Simulation

bootstrap

This has the bootstrap code from Efron and Tibshirani, but also the wild bootstrap, the balanced bootstrap, versions of the regression bootstrap, complex sampling bootstraps, and permutation tests.

impute

Program by Jason Bond for multiple imputation of multivariate normals.

jackknife

Functions to automatically associated a confideninterval/standard-error with any statistic, and function to automatically implement model-selection.

markov

Package by B. Narasimhan to graphically simulate Markov chains.

Monte Carlo

Metropolis algorithm, Gibbs sampler, accept-reject sampling.

simulator

Package by Robert Stine to automate the process of writing simulations.