Statistics 221 - Lecture Materials

• April 30, 2004
  • Overheads.
    
    
• April 28, 2004
  • Overheads.
  • Law school example code: R code
    
    
• April 23, 2004
  • Overheads.
  • Basic MCEM code for Rao linkage analysis example: R code
  • Reweighted MCEM code for Rao linkage analysis example: R code
    
    
• April 21, 2004
  • Overheads.
  • M-H sampler code for nonconjegate pump example: R code
  • M-H sampler code for failure rate component of nonconjegate pump example: R code
  • Driver code for nonconjugate pump example: R code
  • Code for estimating standard errors by blocking: R code
    
    
• April 16, 2004
  • Overheads.
    
    
• April 14, 2004
  • Overheads.
  • Gibbs sampler code for pump example: R code, Matlab code
  • Driver code for pump example: R code, Matlab code
    
    
• April 9, 2004
  • Overheads.
    
    
• April 7, 2004
  • Overheads.
  • Matlab code for path generation: genpath.m
  • Matlab code for Kalman filter of path: kfpath.m
  • Matlab code for Sequential impuation filter of path: sipath.m
  • Matlab code for generating estimates based on sipath.m output: siests.m
    
    
• March 24, 2004
  • Overheads.
    
    
• March 19, 2004
  • Overheads.
    
    
• March 17, 2004
  • Overheads.
  • R code for vectorized version of Normal CI example: rnorm.vec.r
  • R code for looped version of Normal CI example: rnorm.loop.r
    
    
• March 12, 2004
  • Overheads.
  • Matlab code for acceptance-rejection scheme to generate from half normal distribution: rhalfnormar.m
    
    
• March 10, 2004
  • Overheads. Note that the last page may be very slow to print.
    
    
• March 5, 2004
  • Overheads
    
    
• March 3, 2004
  • Overheads
    
    
• February 27, 2004
  • Overheads
  • Matlab code for EM solution for linkage analysis example: raoem.m
    
    
• February 25, 2004
  • Overheads
  • S-Plus/R code for Scoring solution for logistic regression: logitreg.r
    
    
• February 20, 2004
  • Overheads
  • Matlab code for Newton-Raphson solution gamma MLE example: gammanr.m
  • Matlab code for Scoring solution gamma MLE example: gammascoring.m
    
    
• February 18, 2004
  • Overheads
    
    
• February 13, 2004
  • Overheads
    
    
• February 11, 2004
  • Overheads
  • Matlab code for Newton-Raphson solution to variance heterogeneity example: varhetnr.m
  • Matlab code for Secant solution to variance heterogeneity example: varhetsec.m
  • Matlab code for score function for the variance heterogeneity example: hetscore.m
  • Matlab code for hessian for the variance heterogeneity example: hethess.m
    
    
• February 6, 2004
  • Overheads
  • Matlab Regula Falsi code for linkage analysis example: raofalsi.m
  • S-Plus/R Regula Falsi code for linkage analysis example: raofalsi.r
  • S-Plus/R code for linkage analysis example derivative of the log likelihood: rao.r
    
    
• February 4, 2004
  • Overheads
  • Matlab bisection code for linkage analysis example: raobisect.m
  • Matlab code for linkage analysis example derivative of the log likelihood: rao.m
    
    

Department of Statistics Harvard University

Copyright 2004 by Mark E. Irwin