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   boot package

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   R benchmarks  

o   Speeding things up in R  

o   Shiny (helps the user create interactive web-based applications)

o   Knitr: R and LaTex

o   Calling C/C++ Code in R

·        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.