| Tuesday |
Thursday |
| 08/16
[R manual], [R Cheat Sheet] Introduction, Course Logistics Computer Storage/Arithmetic |
|
| 08/21 [HW1], [oringp.dat] "Some weird examples" [weird.r], [weird.out] Computer Storage/Arithmetic |
08/23 Computer Storage/Arithmetic |
| 08/28 Algorithms/Software/Computer Languages R and programming practice |
08/30 Matrix and linear algebra |
| 09/04 [HW2], [ramus.dat] "Some R exercises on matrices" [mxRex11.pdf], [mxRex11.r], [mxRex11.out] |
09/06 "Common pitfalls in matrix multiplication in R" [mxmult.r], [mxmult.out] Matrices and solving linear equations |
| 09/11 Gaussian Elimination/LU Cholesky decomposition |
09/13 Cholesky decomposition Regression computations |
| 09/18 [HW3], [ramus.dat] QR decomposition Regression computations |
09/20 "Regression by sweep operator" [sweepreg.r], [sweepreg.out] "Regression by Householder QR" [housereg.r], [housereg.out] QR decomposition, Sweeping |
| 09/25 "Condition number" [condition.r], [condition.out] Regression computations, Condition number Iterative methods for linear system |
09/27 [HW4], [longley.dat], [allele.dat] Iterative methods for linear system Special linear systems |
| 10/02 Writing functions in R |
10/04
[No Class] Fall Break |
| 10/09 Eigen-decomposition and SVD (JM Ch6, KL Ch8-9) |
10/11 [HW5], [allele.dat] Eigen-decomposition and SVD (JM Ch6, KL Ch8-9) |
| 10/16 Generalized eigen-problem MLE (JM 9.1-9.3) |
10/18 MLE (JM 9.1-9.3) General optimization theory (KL Ch11) |
| 10/23 General optimization theory (KL Ch11) |
10/25 [HW6], [allele.dat] Newton/Scoring method (KL Ch14) |
| 10/30 Newton/Scoring method (KL Ch14) |
11/01 GLM (JM 9.7, KL 14.7) Nonlinear regression (JM 9.8, KL 14.4-14.6) |
| 11/06 [HW7][paper1][paper2][slides][paper3] Principles of a simulation experiment EM algorithm (JM 9.5, KL Ch13) |
11/08 [No Class] Instructor out of town |
| 11/13 EM algorithm (JM 9.5, KL Ch13) MM algorithm (KL Ch12) |
11/15 MM algorithm (KL Ch12) Conjugate gradient method |
| 11/20 Random number generation (JM Ch11, KL Ch22) Markov chain Monte Carlo (JM Ch13) |
11/22
[No Class] Thanksgiving |
| 11/27 Markov chain Monte Carlo (JM Ch13, KL Ch25-27) [Slides on Markov chains] |
11/29 Sorting and fast algorithms (JM Ch14) Resampling methods (KL Ch 24) |
| 12/11 8:00 - 11:00 AM [HW8], [longley.dat] SAS Hall 1107 Final Exam |