| Credits | 3 credit points |
| Audience | Master Statistical Science |
| Lecturer | Richard Gill. |
| E-mail: gill at math.leidenuniv.nl | |
| Period | First half, Autumn semester, 2013 |
| Hours 2013 | t.b.a. |
| Aim | Introduction to a miscellany of more advanced and/or computer intensive statistical methods, emphasis on "how to do it in R", introduction to "computational statistics" |
| Form | Lectures and (computer) assignments |
| Description | Simulation of random variables |
| Sampling distributions and power functions | |
| Visualization, Monte Carlo Integration | |
| Bootstrap | |
| Numerical algorithms | |
| Resources | Slides (see below) |
| Book: Statistical computing with R, by Maria L. Rizzo, Chapman and Hall. Notice author's book webpage with R scripts download, errata. | |
| Blackboard: see especially Announcements, Content and Information on Blackboard. It is obligatory to sign up to the course in both uSis and Blackboard. | |
| Extra handout (others on Blackboard): HMM.pdf | |
| Assessment | By weekly reports (2/3 of final grade) and final exam (1/3 of final grade). |
| Requirements | "Statistical computing with R" (which course is actually an introduction to computer programming, and simultaneously an introduction to the R computing language, both with an eye towards applications in statistics) |
| Language | The open-source, free, statistical package R can be downloaded from the R-project site www.r-project.org . You might find one of the many more sophisticated graphical user interfaces, such as RStudio, also useful. |
| Assignments | Weekly. Hand in a short report at the beginning of next week (i.e.: before the next lecture!). |
| Week | Reading Material | slides | Assignment | R scripts, etc. |
| 1 | Rizzo: Chapter 3.1-3.5 | week1.pdf. | Warm-up exercises | RScriptLecture1Pt1.R, RScriptLecture1Pt2.R |
| 1b | " | No lecture | Assignment One | |
| 2 | Rizzo: Chapter 6.1-6.3, 8.1-8.2 | week2.pdf | Assignment Two | RScriptLecture2.R |
| 3 | Rizzo: Chapter 4.2-4.4, 5.4, 5.6 | week3.pdf, visualization.R | Assignment Three. Rizzo Exercises 4.3, 4.4, 4.5, 5.14. | |
| 4 | Rizzo: Chapter 11.1, 11.2, 11.4, 11.5, 11.6 | week4.pdf | Assignment Four | RScriptLecture4.R |
| 5 | Rizzo: Chapter 11.7, Handout HMM | week5.pdf | Assignment Five with data Xmix | RScriptLecture5.R |
| 6 this year | Rizzo: Chapter 7.4 | bootstrap.R | ||
| 6 last year | Rizzo: Chapter 11.3, 11.8 | week6.pdf | Assignment Six with assets.txt, qrdata.txt |