This is a course I built in 2010. It has been offered since on a yearly basis to graduate students in economics and the undergraduates who enjoy a little challenge. It is inspired by the excellent textbook Numerical Methods in Economics by Kenneth L. Judd (MIT Press).

The entire course uses the free software environment R (get it from Cran).

Feel free to use my lecture notes. It is a work in progress as more cool stuff is added every year (PDF).

I have a plan on creating an R-package to accompany the lecture notes, but I haven't found the time to do much on that project yet. A very preliminary version is available on RForge.

I have taught ECON 321, 322, 405, 421, 621, and 721. In all my courses I use the free software environment R. It is not only free (free as freedom), it has a growing community of users and developers with more than 6,500 packages. But more importantly, I just enjoy using it.
For students who are looking for resources to learn how to become a good data analyst, there are many free documents available on CRAN (list of documents). You will see that it is much easier than it looks.

See where R stands among all programming software: Popularity