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.
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
This is a compulsory course in the Master’s programme of the specialisation Statistical Science for the Life & Behavioural sciences.