Stat 580: Statistical Computing (graduate level)


Year
Term
Spring
School
Iowa State University

Description

Introduction to scientific computing for statistics using tools and concepts in R: programming tools, modern programming methodologies, modularization, design of statistical algorithms. Introduction to C programming for efficiency; interfacing R with C. Building statistical libraries. Use of algorithms in modern subroutine packages, optimization and integration. Implementation of simulation methods; inversion of probability integral transform, rejection sampling, importance sampling. Monte Carlo integration.

Made with Hugo, based on hugo-finite theme. Raymond Wong 2014–2017.