Due to the Corona virus education methods or examination can deviate. For the latest news please check the course page in Brightspace.

Prospectus

nl en

Advanced Statistical Computing

Course
2020-2021

Admission requirements

Basic knowledge of R
Recommended: Completed courses "Statistical computing with R" or "Introduction to R and Statistical Computing"

Description

This course gives an introduction to advanced topics in statistical computation. A selection of topics included is:

  • Simulation of random variables

  • Numerical integration and optimization

  • Computationally intensive methods: Bootstrap, Expectation Maximisation

Course objectives

Develop programming skills and knowledge of methodology for Statistical Computing

Mode of instruction

  • Lectures: presentation with slides

  • Programming exercises and assignments in R

Assessment method

Develop programming skills and knowledge of methodology for Statistical Computing

Literature

  • Peng, R (2018). Advanced Statistical Computing, free pdf at https://leanpub.com/advstatcomp

  • Rizzo, M.L. (2007). Statistical computing with R, Chapman and Hall.

  • Matloff, R. (2011). The art of R programming, No Starch Press 2011, ISBN: 978-1-59327-384-2, pdf at http://heather.cs.ucdavis.edu/~matloff/132/NSPpart.pdf

Brightspace/website

Brightspace

Contact information

email: t.w.nagler@math.leidenuniv.nl