Description

• This course will develop the statistical concepts within a multivariate framework.
• This course can be especially useful for analyzing complex data sets.
• We will also study various multivariate statistical applications widely used for engineering. The popular R statistical language or Rstudio will be handled in this class.

Objectives

Upon successful completion of this course, students will be able to:

1. Understand basic concepts on multivariate statistics theories.
2. Understand basics on R language (http://www.r-project.org).
3. Understand geometry of the sample, generalized variance.a
4. Understand multivariate normal distribution.
5. Understand inferences about a mean vector.
6. Understand multivariate linear regression models.
7. Understand principal components.
8. Understand factor analysis.
9. Understand canonical correlation analysis.
10. Understand discrimination and classification, etc.

Links

• Syllabus
• R Programs and supplemental notes
• R4pda (R written in Korean)