STAT600
Statistical Computing Hints
The pages below were created by the students of my
STAT600 Statistical Computing class in the fall of 2014. The wiki pages that the students created are
posted here without further edits. They
were intended to be informal creations more focused on learning than
flash. Thank you to the students – we
all learned a lot.
The assignment:
Every day at the start of class one student will give a short
presentation to the class on something they have learned related to coding and
statistical computing. Topics can vary
by student interest, but should be at the appropriate level and subject for the
class. Students may also wish to
consider topics that are related to recent class discussions.
Topic
Outline: Chapters listed are chapters in
the book Computational
Statistics (2013) by G. H. Givens and J. A. Hoeting, Wiley.
·
Optimization
o
Optimization
(Chap 2)
o
Optimization: NEOS and rneos package
(Chap 2)
o
Genetic
algorithm (combinatorial optimization) (Chap 3)
o
EM-algorithm (Chap 4)
·
Bootstrapping
(Chap 9)
o
Bootstrap Package
for Jackknife
·
Parallel
computing
o
Intro
parallel computing in R
o
Cray
·
Simulation and
integration
o
Integration
functions in R (Chap 5)
o
Rejection
Sampling (Chap 6)
o
Adaptive
Metropolis-Hastings package (Chap
7)
o
Brief
introduction to NIMBLE
(Chap 7 and 8)
·
Basic R: the apply function (see additional files
below)
·
Advanced R
o
Shiny
(helps the user create interactive web-based applications)
o
Knitr: R and LaTex
·
Additional
Files: some of the items above
require additional files that aren’t available via the internet. Click the Additional
Files hyperlink for a list of these files.