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