STAT 440Computational Statistics

3 credits · Statistics · Penn State

Topics related to computing in statistics, including numerical linear algebra, optimization, simulation, numerical integration, and bootstrapping. STAT 440 Computational Statistics (3)This course introduces many important ideas in statistical computing. Students are expected to possess knowledge of mathematical statistics at the level of STAT 415 and matrices at the level of MATH 220 . Students will learn the statistical computing environment called R and use R to implement many of the theoretical computing topics, which include numerical linear algebra, optimization, numerical and Monte Carlo integration, random number generation and simulation, and bootstrapping. Other statistical and mathematical software may be treated briefly, including symbolic mathematics environments like Mathematics and Maple.