Course Material for
Computational Statistics / R
G. Sawitzki

Location: INF 294, R. 134. Time: 14ct — (open end).
Course language: English

You will need a computer for the exercises. Please download and install the R software on your machine from

and do not forget to bring the machine with you.
Basic knowledge in R and in statistics is required, covering essentially chapter 1 & 2 of (Sawitzki, 2009).
The appendix of the book includes the complete R reference material, and is contained in the downloadable supplement (pdf). See link on <http://sintro.r-forge.r-project.org/>.

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Tentative time schedule:

• Nov. 24, 2011: Distribution Diagnostics
• Dec. 15, 2011: Regression and Residual Diagnostics
• Jan. 12, 2012: (open for questions -- please submit by email)
  Suggested Topics (revised: Jan. 12th.):
  • Nonlinear regression
  • Similarity measures for rankings
    Dongrui Wu, Jerry M. Mendel: A comparative study of ranking methods, similarity measures and uncertainty measures for interval type-2 fuzzy sets
    Information Sciences 179 (2009) 1169–1192  pdf
    
  • Large data sets and efficiency (e.g. call by reference)
    For timing:
    

    library(rbenchmark)
    help(benchmark)
    

    Using the environment:
    R. Gentleman and R. Ihaka: Lexical Scope and Statistical Computing
    Journal of Computational and Graphical Statistics  9  491—508  (2000)
    http://www.amstat.org/publications/jcgs/
    

    CRAN task view http://cran.r-project.org/web/views/HighPerformanceComputing.html
    R-Forge: bigmemory: https://r-forge.r-project.org/R/?group_id=556
    R-Forge: Large objects for R: https://r-forge.r-project.org/R/?group_id=483
    See also http://developer.r-project.org/Sparse.html
    

  • Common errors in data analysis using R, and general tips

• Feb. 2, 2012: Multivariate Displays and Data Analysis
  

Lit.:

Sawitzki, G. (2009) Computational Statistics: An Introduction to R. Chapman & Hall/CRC Press.
(Eine frühere Version auf deutsch: pdf download)

R Core Team (2011) An Introduction to R. (pdf download)

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The next course (one week full day introductory course) is scheduled for Feb. 6th- Feb. 10th, 2012.