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STAT 406: Introduction to Statistical Computing (Winter 2014)

Web site: ctools.umich.edu. Instructor: Long Nguyen

Office: 456 West Hall Phone: 734-763-4676E-mail: xuanlong@umich.edu Office Hours: Mo. 2:30-4pm or by appointment.

Prerequistes: (Stat 401 and Math 215), or (Stat 403 and Math 215) or Stat 412 or Math425 or Stat 425 or equivalent. Prior experience with R or other programming languages isnot required.

Lectures: Mo-Wed.: 1pm-2:30pm, K1320 BUS. GSIs Joon Ha Park (joonhap@umich.edu), OHs: TBA. Labs: There will be lab sessions to further practice the concepts introduced in class. The

labs are scheduled on Th. 8:30-10:00 am in B760 EH. Description: This course is:a. an introduction to the statistical software R and to computer programming using R,

b. data visualization in R

c. a basic introduction to Monte Carlo simulation.

d. an introduction to some basic concepts in numerical optimization and integration,

These computing ideas will be used to re-visit some core statistical methods for exploratorydata analysis, testing, estimation, etc...

Textbook: The course is largely based on the following textbooks. The books are highlyrecommended but not required, as lecture notes will provided weekly.

Statistical computing with R, by Maria Rizzo, Chapman & Hall, 2008.

R programming for Bioinformatics, Robert Gentleman, CRC Press, 2009.

Assessment: The final grades will be based on homework (40%), a mid-term exam (30%)and a final exam (30%).

Homework. Problem sets will be given regularly, with a total of about 78 HWs in thesemester. The problem sets will involve a mix of theoretical questions and computercode writing. You may discuss the homework problems in general terms with otherstudents, but the code and written responses that you submit must be your own.

Mid-term and Final Exam. The mid-term exam is scheduled on Wed Feb 26th at theregular lecture time. The date of the final is Wednesday, April 30 from 1:30 pm -3:30 pm. The exams will test: (a) your ability to correctly construct computer pro-grams similar to those written in class and in the homeworks throughout the semester,(b) your understanding of the algorithms studied. Past exam problems will be madeavailable for practice purposes.

imsart ver. 2005/10/19 file: syllabus.tex date: January 2, 2014

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Important homework submission guidelines: Most of the HWs will have a R code componentwhich must be submitted electronically using ctools (under the menu Assignments), and ahand-written component which must be submitted in class. Do not email your code directly tome or the GSIs. Emailed HWs, or late submissions may not be accepted. In submitting your Rcode in ctools, your electronic file must be in a plain text format (Notepad on Windows, TextEditon Mac, and the build-in text editor in R, all produce plain text formats). Other electronic formatssuch as pdf, or Word are not allowed.

imsart ver. 2005/10/19 file: syllabus.tex date: January 2, 2014