Numerical and Statistical Computing

Course description

Solving linear and nonlinear equations; numerical differentiation and integration; optimization; Newton-Raphson and EM algorithms; QR, Cholesky, eigenvalue, and singular value decompositions; random number generation; Monte Carlo methods; Markov chain Monte Carlo methods; bootstrap and jackknife; power analysis and sample size determination; and use of a statistical software package such as R.

Prerequisite

Calculus through multivariate calculus and department consent required.

Semester
Spring 2021