Stat 542 :
Multivariate analysis
lecture notes
computer code
homework
Meeting times
Instructor
- Peter Hoff
- C-319 Padelford
- Office Hours: Tue 9:30-10:30, Thu 10:30-11:30 or by appointment.
- hoff at stat dot washington dot edu
News
Texts
Computing
We will do a little bit of computing in this class.
The supported software for 542 is the
R statistical environment.
R code will be provided for most of the in-class
data analysis examples.
Order of topics:
Multivariate data and probability distributions
The multivariate normal and Wishart distributions
Estimation and inference for the vector mean and covariance matrix
MANOVA
Tests of equality
Principal components
Canonical correlations
Factor analysis
Hierarchcal models
Copula modeling
Matrix-variate data
Coursework:
There will be about 6 or 7 homework sets and class report or project.
The project will be worth two homeworks.