Statistical Computing

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1500

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One of (STAT 5147 or STAT 5542) and STAT 5579Introduction to scientific computing for statistics using C: Introduction to C for computing and memory efficiency; design of statistical algorithms; use of algorithms in modern libraries, parallel computing. Interfacing R with C. Building statistical libraries. Statistical computing: solving nonlinear equations; optimization; integration; simulation methods, inversion of probability integral transformations, rejection sampling, importance sampling. (→STAT 5681→unlocks 0 courses

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