This course gives an introduction to advanced topics in statistical computation. Prior experience
of programming in the R language will be assumed; we will however meet limitations of R and
occasionally need to look outside of R for suitable tools. A selection of topics included is:
- Simulation of random variables
- Sampling distributions and power functions.
- Visualization, Monte Carlo Integration
- Numerically intensive methods: Bootstrap, EM, MCMC, Bayes’ nets.
- Numerical Algorithms
Develop programming skills for Statistical Computing
Mode of Instruction
Lectures and (computer) assignments in the computer language of the statistical package R, to be downloaded from the R-project site www.r-project.org . It is free!
For the course days, course location and class hours check the Time Table 2013-14 under the tab “Masters Programme” at http://www.math.leidenuniv.nl/statscience
By weekly reports (2/3 of final grade) and a final open book written exam (1/3 of final grade)
The written exam date is on the 23thrd of October 2013 from 14.00 – 17.00, the re-sit is scheduled for 30th of January 2014 from 14.00 – 17.00.
Besides the registration for the (re-)exam in uSis, course registration via blackboard is compulsory.
Exchange and Study Abroad students, please see the Prospective students website for information on how to apply.
- Statistical computing with R, by Maria L. Rizzo, Chapman and Hall.
Background knowledge of R:
- The art of R programming, Norman Matloff, No Starch Press 2011, ISBN: 978-1-59327-384-2
gill [at] math [dot] leidenuniv [dot] nl
- Homepage: http://www.math.leidenuniv.nl/~gill/teaching/ASC
- This is a compulsory course in the Master’s programme of the specialisation Statistical Science for the Life & Behavioural sciences.