Statistics 4M03/6M03

Multivariate Analysis

Dr P.D.M. Macdonald

2001-2002

Any questions, comments or suggestions? Send an e-mail message to me at pdmmac@mcmaster.ca.

Calendar Description

Multivariate distributions: Normal, Wishart, T² and others; regression, correlation, factor analysis, general linear hypothesis.

• Course Outline

Timetable

Monday, Wednesday at 11:30, Friday at 13:30 in DC-144.

Announcements

Final Examination Monday, December 10, 2001 from noon to 4:00 pm in BSB-244. You must have a valid userid, password and laser printing account for the lab!

For help getting started with R - see the RHints page I prepared for S3N03.

Please note the following statement which has been added to the Course Outline: "Students may work in groups of two or three and submit a single copy of any assignment, in which case each student in the group will receive the same mark."

Computer Labs

• The class will meet in the BSB-245 Computer Lab at the following times:
  • 2001-09-21 13:30 (Friday)
  • 2001-09-24 11:30 (Monday)
  • 2001-09-28 13:30 (Friday)
  • 2001-10-24 11:30 (Wednesday)

  You must have a valid userid, password and laser printing account for the lab!

Computer Lab Exercises

These exercises are for self-directed learning. They will not be graded and you do not have to hand them in. However, you will find that writing down your interpretation of the results is an excellent way to clarify your understanding. If you complete your report and submit it to me, I will read it and return it with comments and suggestions.

• Getting started in Splus and R
• Using Splus to draw a 3-D frequency polygon for bivariate data

Class Notes

• Drawing an Ellipse in Splus or R
• Plotting the Bivariate Standard Normal Density in Splus or R

Computer Resources

• An On-Line Splus Tutorial from Dalhousie University
• Download R - a freeware package with the look and feel of Splus
• R for Beginners - a 31-page introduction to R, in pdf format
• Insightful Corporation- Vendor of S-plus
• An On-Line Introduction to UNIX

Assignments

• Assignment #1 - Due 2001-10-09 17:00
• Assignment #2 - Due 2001-11-12 17:00
• Assignment #3 - Due 2001-12-03 17:00

Tests

Test #1	2001-10-16 (Tuesday)	18:30 - 19:30	GS-209
Test #2	2001-11-20 (Tuesday)	18:00 - 19:30	GS-209

Some Other Links

• Statistics Seminars at McMaster
• Statistical Society of Canada / Société statistique du canada
• SORA (Southern Ontario Regional Association of the SSC)
•  My work on mixture distributions

Need more help?

• If you have concerns about preparing for tests and examinations, improving your study habits, giving class presentations, or mastering English as a second language, the Centre for Student Development can help.

Statistics 4M03/6M03 - 2000-2001
Statistics 4M03/6M03 - 1999-2000
Statistics 4M03/6M03 - 1998-99

Dr Macdonald's Courses

Graduate Program in Statistics