STAT 604: Introduction to Statistical Computing

Fall 2007		Lecture Calendar & Materials 9:35am - 10:50am Tuesday & Thursday Blocker 457
Instructor		David B. Dahl Assistant Professor Department of Statistics Texas A&M University
Grader		Junbum Lee Graduate Student Department of Statistics Texas A&M University

Getting Help

Monday	10:00am - 11:30am	w/ Junbum Lee in 405B Blocker
	4:00pm - 5:00pm	w/ Dr. Dahl in 436 Blocker
Tuesday	12:30pm - 2:15pm	w/ Junbum Lee in 104 Blocker in the Open Access Lab
Wednesday	4:00pm - 5:00pm	w/ Dr. Dahl in 436 Blocker
Thursday	12:30pm - 2:15pm	w/ Junbum Lee in 104 Blocker in the Open Access Lab
Friday	10:00am - 11:00am	w/ Junbum Lee in 405B Blocker
	4:00pm - 5:00pm	w/ Dr. Dahl in 436 Blocker

Description
Computer algorithms for programming; statistical analysis, efficient uses of existing statistical computer programs, generation of random numbers and statistical variables, programming of simulation studies, selected topics in statistical analysis not covered in STAT 601 or 652. Prerequisites: Familiarity with computers; STAT 601 or concurrent enrollment in STAT 610 and 641.

Objectives
This course strives to introduce students to: Computing environments and tools useful to statisticians, including: R: Data analysis software Ruby: High-level, object-orient scripting language for data manipulation BASH: Shell for the GNU/Linux operating system LaTeX: Document preparation system Subversion: Version control system Fundamental numerical methods used by statisticians, including: Simulation (a.k.a., Monte Carlo) studies The evaluation of distributional functions for random variables Random number generation, including Markov chain Monte Carlo (MCMC) Numerical optimization & root finding methods, including the Newton-Raphson method Resampling techniques, including the permutation test and the bootstrap Programming concepts & skills, including: How to learn new programming languages Object-orient programming Numerical stability Algorithmic complexity These topics will be interwoven throughout the semester.

Required Textbooks
Computational Statistics, by Geof H. Given and Jennifer A. Hoeting. ISBN: 0471461245. The book is available at the MSC Bookstore. This book is available at the MSC Bookstore, but may be cheaper from amazon. Programming Ruby: The Pragmatic Programmers' Guide (Second Edition), by Dave Thomas, et al. ISBN: 0974514055. This book is available at the MSC Bookstore, but may be cheaper from amazon.

Recommended Book
A Guide to LaTeX (4rd Edition), by Helmut Kopka and Patrick W. Daly. ISBN: 0321173856. Purchase from an online book seller. This book provides many details when you ready for a more advanced reference book.

Grading
Your grade in the course will be based on: Homework assignments: Worth 1/3 of class grade. Homework is due at 7:00am on the morning of the designated day. Homework will be submitted electronically using Subversion. You can submit as many times as you like until the time it is due. Your last submission is the only version that is graded. Late homework is only accepted in very extraordinary circumstances. Waiting to the last hour and then having a computer glitch is not grounds to accept late homework. Homework must be submitted individually and reflect your own effort. You are encouraged to interact with other students, but under no circumstances should a student give or accept even partially complete solutions. Links to specific homework assignments are located on the calendar. An exam: Worth 1/3 of class grade. The exam will be administered during class time on Tuesday, November 20. A makeup exam will only be given for a University Approved Absence. A project: Worth 1/3 of class grade. You can pick a software option and a Monte Carlo option. See the description of the software option and Monte Carlo option for important information, including due dates. A 20% penalty will be assessed for every day that a portion of the project is late.

Mailing List
We will be using a mailing list for announcements, clarifications, and discussion. Everyone should join the list and use it to discuss issues that may be of interest to other class members. To join, send an email from the account you wish to register to listserv@listserv.tamu.edu with the following single line in the body of the message: subscribe STAT604 FIRST_NAME LAST_NAME where FIRST_NAME and LAST_NAME are replaced with your real name. You may wish to use these tools and help. Once you are on the list, you can write to everyone on the list by sending an e-mail to STAT604@listserv.tamu.edu.

Academic Integrity Statement
The Aggie Honor Code states, ``An Aggie does not lie, cheat, or steal or tolerate those who do.'' You are encouraged to colloborate with your colleagues on the homework and projects. You may receive assistance from and provide assistance to other students in the class, but you may not receive or distribute complete or partial solutions. Everything you submit must be your own work and reflect your own understanding of the material. Individuals who have cheated or facilitated cheating may fail the course.

Americans with Disabilities Act Statement
The Americans with Disabilities Act (ADA) is a federal antidiscrimination statute that provides comprehensive civil rights protection for persons with disabilities. Among other things, this legislation requires that all students with disabilities be guaranteed a learning environment that provides for a reasonable accommodation of their disabilities. If you believe you have a disability requiring an accommodation, please contact the Office of Support Services for Students with Disabilities in Room 126 of the Koldus Student Services Building. The phone number is 845-1637.

Statement on Plagiarism
The handouts used in this course are copyrighted. By "handouts," I mean all materials generated for this class, which include but are not limited to syllabi, quizzes, exams, lab problems, in-class materials, materials posted on the web, review sheets, and additional problem sets. Because these materials are copyrighted, you do not have the right to copy the handouts, unless I expressly grant permission. As commonly defined, plagiarism consists of passing off as one's own ideas, words, writing, etc., which belong to another. In accordance with this definition, you are committing plagiarism if you copy the work of another person and turn it in as your own, even if you should have the permission of that person. Plagiarism is one of the worst academic sins, for the plagiarist destroys the trust among colleagues without which research cannot be safely communicated. If you have any questions regarding plagiarism, please consult the latest issue of the Texas A&M University Student Rules, under the section "Scholastic Dishonesty."