Advanced Statistical Computing

Catalog description

This course is a second course in statistical computing for students who have a working knowledge of at least on general-purpose data analysis software package. The goal of the advanced course is to enable the student to utilize the computer for complex data analyses. The topics covered in the course will include numerical linear algebra, numerical optimization, graphical techniques, numerical approximations, numerical integration, Monte Carlo methods, computationally intensive statistics (e.g. bootstrap, jackknife, permutation tests), and large-scale data analysis. The student will learn to implement these statistical methods by writing extensions to statistical packages.