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Stat 6341 Syllabus

STAT 6341
Numerical Linear Algebra and Statistical Computing
Course Information



Instructor: Dr. Larry P. Ammann
Office hours: Tues. 2:30-3:30pm, others by appt.
Email: [email protected]
Office: FO 2.410C
Phone: (972) 883-2161
Recommended text: Modern Applied Statistics with S, $4^{th}$ 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 1-3
Numerical linear algebra class notes
Simulation class notes
QR decomposition and least squares regression class notes
Data explorations VR 4-5
Statistical models VR 6-7
SVD and multivariate data class notes, VR 11

This course will make use of the statistics programming language R. Pre-compiled binaries for R are freely available for Windows, MacOS, and Linux at
http://cran.r-project.org
An online introduction to R is located at
http://cran.r-project.org/doc/manuals/R-intro.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 high-level statistical programming language.
Note: the complete syllabus is available here:
http://www.utdallas.edu/~ammann/stat6341_syllabus.pdf




next up previous
Next: Introduction to R Up: stat6341 Previous: stat6341
ammann
2017-12-10