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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

## August 2012

### Lab: Basic Probability, Basic Data Structures (Introduction to Statistical Computing)

In which we play around with basic data structures and convince ourself that the laws of probability are, in fact, right. (Or perhaps that R's random number generator is pretty good.) Lab Introduction to Statistical Computing

### Rainfall, Data Structures, Obsessive Doodling (Introduction to Statistical Computing)

In which we practice working with data frames, grapple with some of the subtleties of R's system of data types, and calculate the consequences of doodling while bored in lecture. Assignment, due at 11:59 pm on Thursday, 6 September 2012 Introduction to Statistical Computing

### More Data Structures (Introduction to Statistical Computing)

Lecture 2: Matrices as a special type of array; functions for matrix arithmetic and algebra: multiplication, transpose, determinant, inversion, solving linear systems. Using names to make calculations clearer and safer: resource-allocation mini-example. Lists for combining multiple types of values; access sub-lists, individual elements; ways of adding and removing parts of lists. Lists as key-value pairs. Data frames: the data structure for classic tabular data, one column per variable,...

### Robins and Wasserman Respond to a Nobel Prize Winner

Attention conservation notice: 2500 words of statisticians quarreling with econometricians about arcane points of statistical theory. Long, long ago, I tried to inveigle Larry into writing this, by promising I would make it a guest post. Larry now has his own blog, but a promise is a promise. More to the point, while I can't claim any credit for it, I'm happy to endorse it, and to pushing it along by reproducing it. Everything between the horizontal lines is by Jamie and Larry, though I...

### Basic Data Types and Data Structures (Introduction to Statistical Computing)

Introduction to the course: statistical programming for autonomy, honesty, and clarity of thought. The functional programming idea: write code by building functions to transform input data into desired outputs. Basic data types: Booleans, integers, characters, floating-point numbers. Subtleties of floating point numbers. Operators as basic functions. Variables and names. An example with resource allocation. Related pieces of data are bundled into larger objects called data structures. ...

### Orientation

Attention conservation notice: Posted because I got tired of repeating it to nervous new graduate students. You are not beginning graduate school at a research university. (Any resemblance to how I treat the undergrads in ADA is entirely deliberate.) Graduate school, especially at the beginning, is an ego-destroying, even humiliating, experience. People who are used to being good at what they do get set impossible tasks by elders they look up to, and the students have their faces ground in...

### Class Announcement: 36-350, Statistical Computing

It's that time of year again: 36-350, Statistical Computing Description: Computational data analysis is an essential part of modern statistics. Competent statisticians must not just be able to run existing programs, but to understand the principles on which they work. They must also be able to read, modify and write code, so that they can assemble the computational tools needed to solve their data-analysis problems, rather than distorting problems to fit tools provided by others. This class...

### Friday Cat Blogging (Kara vs. Nietzsche Issue of Non-Science-Geek Edition)

But enough about the single worst book I read last year. Here, in honor of National Black Cat Appreciation Day, is Kara helping me sort through relics from graduate school: Kara feels that section 207, on how the spirit of objectivity, and the type of person who cultivates it, have merely instrumental value ("a mirror" in "the hand of one more powerful") is alright as far as it goes, but it misses the more fundamental truth, that all human beings have merely instrumental value — in...