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課程名稱 |
統計計算
Statistical computing |
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開課學期 |
105-1 |
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授課對象 |
理學院 數學研究所 |
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授課教師 |
陳 宏 |
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課號 |
MATH5014 |
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課程識別碼 |
221 U6710 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期一5(12:20~13:10)星期二7,8(14:20~16:20) |
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上課地點 |
天數102天數102 |
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備註 |
總人數上限：80人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1051MATH5014_StatCom |
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課程簡介影片 |
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核心能力關聯 |
本課程尚未建立核心能力關連 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
... |
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課程目標 |
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課程要求 |
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
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參考書目 |
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評量方式
(僅供參考) |
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週次 |
日期 |
單元主題 |
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Week 1 |
9/12,9/13 |
You can download the following file at
http://www.stat.ufl.edu/archived/casella/ShortCourse/MCMC-UseR.pdf
Please study it by yourself on the first 80 slide.
I will go over in the class to help you to learn more about functional programming with R.
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Week 2 |
9/19,9/20 |
Flow control and looping: Conditioning the calculation on the data; iteration to repeat similar calculations; avoiding iteration with "vectorized" operations and functions. |
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Week 3 |
9/26,9/27 |
Writing and calling functions: Declaring functions to tie together related commands. Arguments (inputs) and return values (outputs). Named arguments and defaults. Interfaces. Using multiple functions for related tasks; to re-use work; to break big problems down into smaller ones. |
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Week 4 |
10/03,10/04 |
More function-writing: top-down design, scoping.
Top-down design: recursively solving problems by writing functions to integrate the work of sub-functions that solve sub-problems. Example with linear regression.
Scope: Names, scoping rules and environments |
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Week 5 |
10/10,10/11 |
Bootstrapping, Resampling |
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Week 6 |
10/17,10/18 |
Functions as objects: Functions as arguments; in R, functions are objects like everything else, so they can be arguments to other functions; examples like gradient and gradient descent. Functions as values. In R, functions are objects, so they can be returned by other functions. Examples of predictors, mathematical operators, and the creation of functions from expressions for plotting surfaces |
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Week 7 |
10/24,10/25 |
regression, GLM, nonliear optimization |
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Week 8 |
10/31,11/01 |
EM algorithm; missing data |
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Week 9 |
11/07,11/08 |
Split/apply/combine, abstraction |
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Week 10 |
11/14,11/15 |
自主學習周, 課堂學習改為教師與學生間的互動 |
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Week 11 |
11/21,11/22 |
Optimization: nonlinear regression |
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Week 12 |
11/28,11/29 |
generalized linear model |
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Week 13 |
12/05,12/06 |
Optimization |
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Week 14 |
12/12,12/13 |
Databases |
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Week 15 |
12/19,12/20 |
Data types (Booleans, characters, numbers) and their functions. Basic data structures (Booleans, characters, numbers) and their functions. Matrices and matrix operations; lists; data frames; structures of structures |
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