140.776.01 STATISTICAL COMPUTING

Covers practical issues in statistical computing. Includes programming in R, calling complied code from R, accessing R libraries, creating R packages with documentation, programming in C, debugging, organizing and commenting code, working in Emacs, and LATEX typesetting. Topics in statistical data analysis and optimization provide working examples.

Upon successfully completing this course, students will be able to: 1) install and configure software necessary for a statistical programming environment; 2) understand generic programming language concepts as they are implemented in a high-level statistical language; 3) write and debug programs using R and C; 4) build and organize a software package with documentation for publishing on the internet; 5) understand and implement basic statistical computing algorithms for optimization, linear regression, and Monte Carlo.