Next: Introduction to R
Up: stat6341
Previous: stat6341
STAT 6341
Numerical Linear Algebra and Statistical Computing
Course Information
Instructor: 
Dr. Larry P. Ammann 
Office hours: 
TTh 4:005:00 pm, others by appt. 
Email: 
[email protected] 
Office: 
FO 2.410C 
Phone: 
(972) 8832161 
Recommended text: 
Modern Applied Statistics with S, Ed. 
Authors: 
W.N. Venables and B.D. Ripley 
Additional resources: 
Matrix Computations 
Authors: 
G. Golub and C. van Loan 

These notes are copyrighted by their author, Larry P. Ammann,
and are intended for the use of students currently registered for Stat 6341.
They may not be copied or used for any other purpose without permission of
the author.
Tentative Schedule
Topics 
Chapters 
Introduction to the S language and statistical programming in R 
VR 13 
Simulation 
class notes 
Numerical linear algebra 
class notes 
QR decomposition and least squares regression 
class notes 
Data explorations 
VR 45 
Statistical models 
VR 67 
SVD and multivariate data 
class notes, VR 11 

This course will make use of the statistics programming language R.
Precompiled binaries for R are freely available for Windows, MacOS,
and Linux at
http://cran.rproject.org
An online introduction to R is located at
http://cran.rproject.org/doc/manuals/Rintro.html
Course grade will be based on homework projects using R.
Student Learning Objectives
Understand numerical, statistical, and computational issues associated with major matrix
decompositions, LU, QR, SVD used for statistical models. Become familiar with developing and
performing simulation studies. Understand how to express basic mathematical and
statistical problems in a highlevel statistical programming language.
Note: the complete syllabus is available here:
http://www.utdallas.edu/~ammann/stat6341_syllabus.pdf
Next: Introduction to R
Up: stat6341
Previous: stat6341
ammann
20180925