Matematik / Matematisk statistik / 5B1550  


Computer assignments

  • Assignment 1 swedish and english on simulation, bootstrap and jackknife. bootstrap och jackknife.
  • Assignment 2 swedish and english Bayesian statistics, Markov Chain Monte Carlo and simulated annealing.
THE FILES YOU MAY NEED ARE FOUND IN
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The file snorm (or Esnorm) does not produce any output for the variable acc for certain alternatives (e.g. Ch - for Choleski) but that does not matter. Therefore, do not get worried by the error message "Warning: One or more output arguments not assigned during call". In the help section of fire you have the text

"% acc: Relative frequency of accepted moves (only for MH)"

Matlab-information

A short matlab-introduction.

Computer related information

On the net you find the files (useful for the first assignment)
bca.m (Calculates confidence interval using the BCA-method)
jackknif.m (Calculates estimates for jackknife samples)
jackstat.m (Calculates the bias estimate and standard error using the jackknife)
eigen.m (Calculates eigen values for matrices)
neigen.m (Generates normally distributed random vectors with a given matrix)
yuwaest.m (Estimates parameters in a AR(p) time series)

In this zip-file there useful files for those who do not have access to the Stats-module.

This is lawdata with Efron's classical data LSAT and GPA

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Sidansvarig: Gunnar Englund
Uppdaterad: 2006-02-28