General information

Instructor:	Marloes Maathuis, office: LEO D 9.2, email: maathuis[at]stat.math.ethz.ch
Lectures:	Thursday 1-3pm, HG D 7.1

Recent announcements

16/12/08:	I have posted some notes for the next lecture, and an Rscript on multidimensional scaling. I have also updated the exam info.
16/12/08:	When you have questions while preparing for the exam, you can ask them during the "Ferienpraesenz" hours held by PhD students in Statistics on Thursday January 8 and Thursday January 15 from 2-3pm. The place will be posted later, see the bottom right corner of this website.
12/12/08:	I have posted updated versions of the notes and the Rscript on clustering.
26/11/08:	I have posted Exercise set 3. In the schedule, I have posted updated notes on Fisher's linear discriminant analysis, a proof of the formula for Fisher's linear discriminant analysis, new notes on clustering, an Rscript on clustering, and information to give you an idea what to expect at the exam (this will be updated in the next few weeks). I have also included links to two interactive demos about clustering, and to chapter 6 of the book by Everitt.
26/11/08:	I have posted some notes and R-code about linear discriminant analysis.
20/11/08:	I have updated the last part of the notes on the multivariate normal distribution. New R-code for one-sample and two-sample tests for means has been posted. I have also added a link to Chapter 7 of the book by Everitt.
13/11/08:	I have added a link to the simulation applet we looked at today in class (see Schedule).
13/11/08:	When working on Exercise set 2, exercise 3b, it is useful to add the option 'asp=1' to the plot command. This will set the aspect ratio of the axes to 1, so that you can see that the rotated axes are really orthogonal. I have changed this in the updated exercise set.

Exercise sets

• Exercise set 1
• Exercise set 2 (note that the last two parts on the back side)
• Exercise set 3

Class schedule

This schedule will be updated throughout the semester.

Date	Topic	Comments, material
Sept 18	No class	Course syllabus If you don't have R already, please install it from CRAN If you are unfamiliar with R, please work through the R-script Intro to R Reference cards for R: by Tom Short, by Jonathan Baron
Sept 25	Study design and sampling	Notes on study design Notes on sampling Acne drug article (BBC News) Iraq war article (The Economist)
Oct 2	Introduction to multivariate statistics	Notes on introduction to multivariate statistics Rscript on graphical methods for multivariate data Skeleton of a typical bird (in order to understand Bumpus' data)
Oct 9, 16	Principal component analysis	Notes on PCA Rscript on PCA Chapter 3 of Everitt
Oct 23, 30, Nov 6	Factor analysis	Notes on linear regression (for people who need to read up on this) Notes on factor analysis Rscript on factor analysis Chapter 4 of Everitt
Nov 13, 20	Multivariate normal distribution; One and two sample T-squared test	Notes on the multivariate normal distribution Simulation applet from Rice Virtual Lab in Statistics Rscript on testing for means Chapter 7 of Everitt (Sections 7.1 and 7.2.1)
Nov 27, Dec 4	Linear discriminant analysis	Notes on Fisher's linear discriminant analysis Proof of the formula for Fisher's linear discriminant analysis Rscript on linear discriminant analysis Chapter 7 of Everitt (Sections 7.2.2 and 7.2.3)
Dec 4, 11	Clustering	Notes on clustering Interactive demo for hierarchical clustering Interactive demo for k-means clustering Rscript on clustering methods Chapter 6 of Everitt
Dec 18	Overview of multivariate methods; Exam info	Notes, overview of multivariate methods Rscript on multidimensional scaling Exam info