R Tutorial
Starting and Quitting R
R is available on the linux / window machine in most of the university computer llabs. First login to
this machine and to start R, type the following at the UNIX pro
Statistical Inference
Stat 6545
21, 23 Jan 2014
1 / 24
Likelihood Theory
The maximum likelihood method was introduced by R. A.
Fisher in 1912. Later a principle was introduced which is
known as the Li
Stat 6545: Computational Statistics
Programming in R
Jan 14 2014
Writing Codes
You may use a text editor for writing the codes
Windows version of R (or mac) has built in editor and les
written through
Stat 6545
Assignment # 2
Due 20 Feb 2014
Problem 1: Recall the zero truncated poisson distribution discussed in class.
Consider the following data:
(x, f ) = (1, 14), (2, 9), (3, 8), (4, 2), (5, 2)
a)
Stat 6545
Assignment # 3
Due 24 Nov 2009
Problem 1: The transition matrix for a random walk with state space cfw_1, 2, 3, 4, 5 is
P=
0.2 0.8 0
0
0
0.2 0.2 0.6 0
0
0 0 .4 0 .2 0 .4 0
0
0 0.6 0.2 0.2
0
Numerical Optimization
Stat 6545
28 Jan 2014
1 / 27
Optimization of a Function
Denition - The function f is said to be a local minimum
value at x = p , if there exist an open interval I containing p
s
Solving Non-Linear Equations
Stat 6545
30 Jan 2014
1/1
Optimization of a Function
Let g (x ) be the function to be maximized / minimized.
Maximum of g (x ) is the solution to g (x ) = g (x )/ x = 0
Th
Solving Non-Linear Equations
Stat 6545
11 Feb, 2014
1 / 12
Newton- like Method
In Multidimensional optimization case,
(t +1) = (t ) Hg 1 (t ) )
g (t ) )
where Hg is the Hessian matrix of second deriva
Solving Non-Linear Equations
Stat 6545
4 Feb 2014
1 / 10
Newtons Method
An extremely fast root nding approach is Newtons method.
This is also known as Newton - Raphson iteration.
Suppose that g is con