R Examples

  • CRAN - The Comprehensive R Archive Network
  • The R Project for Statistical Computing
    • Statistics Examples in R
    DeMoivre-Laplace Central Limit Theorem: Normal Approximation to the Binomial
    Poisson Approximation to the Binomial
    Empirical Distribution Function of Uniforms
    Empirical Distribution Function of Normals
    Simulating Contaminated Standard Normals
    Nonparametric Bootstrap for City Population Data
    Random Square Root of a Chi-Square Distribution
    Normalized Spacings of an Exponential Random Sample
    Spacings of an Uniform Random Sample
    Overlapping m-Step Spacings of an Uniform Random Sample
    Simulating Bivariate Normals Using a Two-Stage Gibbs Sampler
    Expectation-Maximization Algorithm for Genetic Linkage Example

    Mathematics Examples in R
    Stone-Weierstrass Approximation: Bernstein Polynomials of a Triangle Function
    Fourier Series of a Periodic Identity Function
    Fourier Series of a Periodic Square Wave Function
    Fourier Series of Dirac's Delta Function
    Fourier Series of the Floor Function
    The Most Important Function in Mathematics: Taylor Series of the Exponential Function
    Geometric Series
    Monte Carlo Integral
    Gram-Schmidt Orthonormalization Procedure

    Mathematical Finance Examples in R
    Black-Scholes-Merton Formula for Pricing Vanilla European Options
    Pricing a Vanilla European Option using Monte Carlo Simulation
    Pricing an Asian Option using Monte Carlo Simulation
    Pricing a Lookback Option using Monte Carlo Simulation
    Approximating the Moments of Black-Scholes Functionals using Monte Carlo Simulation

    Probability and Stochastic Processes Examples in R
    Decimal Expansion of a Uniform(0,1) Random Variable
    Dyadic Expansion of a Uniform(0,1) Random Variable
    Approximating the Cantor-Lebesgue Distribution Function
    Normal Distribution and its Probability Density
    Simple Binomial Sequence
    Random Harmonic Series
    Distribution of a Random Harmonic Series
    Simple Random Walk
    Two-Dimensional Random Walk with Barrier
    DeMoivre's Martingale and Simple Random Walk
    Lognormal Random Walk
    Discrete-time Finite State Markov Chain
    Poisson Process
    Random Telegraph Signal Process and Poisson Process
    Counting Process with Weibull Interarrivals
    Random Linear Combination of Cosine and Sine Functions
    Gaussian Fourier Series
    Rademacher Fourier Series
    Steinhaus Fourier Series
    Fourier-Wiener Sine Series: Brownian Motion as a Random Fourier Series
    Brownian Motion
    Brownian Motion and its Functionals
    Brownian Motion and its Ito Integral
    First Passage Time of Brownian Motion
    Brownian Bridge
    Empirical Distribution Function and Brownian Bridge
    Brownian Motion on a Circle
    Two-Dimensional Brownian Motion
    Two-Dimensional Brownian Motion with Barrier
    Geometric Brownian Motion
    Geometric Brownian Motion and its Functionals
    First Passage Time of Geometric Brownian Motion
    Ornstein-Uhlenbeck Process
    Vasicek Process
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