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

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