Prof Darren Wilkinson Professor of Stochastic Modelling
School of Mathematics & Statistics
Newcastle University

Implementation of stochastic simulation algorithms

The practicals concern the implementation of stochastic simulation algorithms. Examples are given for implementation in R and C. Undergraduates should read through the examples, trying to understand both the R and C code, but should not worry too much about understanding the C examples, and should not spend time trying to implement the examples in C. The undergraduate exercises all concern implementation of algorithms in R. It is quite sufficient for this course to be able to implement the algorithms in R. It is highly recommended that staff and postgraduates implement the algorithms in both R and C, and learn to link the two together (Week 10), as real research problems involving MCMC need to have the main simulation loop implemented in a compiled language. There are additional exercises for postgraduates. Unfortunately, programming in C under Windows is very irritating, so using a Unix machine for compiling (using "gcc") and running the C code will be preferable.

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Darren J Wilkinson Book: Stochastic Modelling for
	      Systems Biology