Nowadays computers have become an indispensable tool for statisticians in both industry and academia. The aim of this course is to familiarize students with the use of computers for modern statistical computation. Topics that will be covered include among others: introduction to the R language, producing graphics with R, efficient use of R, solving linear systems of equations, root finding and optimization, EM algorithm, Bootstrap, and Monte Carlo techniques.
Statistical Computing with R , Maria Rizzo, 2007 Chapman & Hall ISBN: 9781584885450
The course will consist of both theoretical lectures that will introduce students in the basic concepts of statistical computing and lab sessions during which the theoretical concepts will be put into practice using the R computing environment.