Thanks to everybody who responded to my query. I got many useful suggestions about books and editors, plus notes and other material online.
Summarizing, the books suggested were - Monahan, Numerical Methods of Statistics - Lange, Numerical analysis for statisticians In terms of Editors, TINN-R was mentioned several times, in addition to R's build-in code editor. I will report to the list on my experience in this course and whatever books/tools I will end up using, since there seems to be some interest. Have a good weekend! Giovanni ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.