General information

Instructor:	Marloes Maathuis, office: HGG 24.2, email: maathuis[at]stat.math.ethz.ch
Assistant:	Sarah Gerster, office: HG G 10.1, email: gerster[at]stat.math.ethz.ch
Lectures:	Thursday 3-5pm, HG E 3

Recent announcements

25/05/11:	Exam info has been posted.
24/05/11:	Notes and R-code for the May 26 lecture have been posted.
19/05/11:	Notes for the May 19 lecture have been posted.
12/05/11:	Notes for the May 12 lecture have been posted.
06/05/11:	Notes for the May 5 lecture have been posted.
26/04/11:	Homework set 3 has been posted. It is due on Thursday May 5th at the beginning of class.
21/04/11:	Notes and R-code for the April 21 lecture have been posted.
07/04/11:	R-code, a link to a simulation applett and a reference to relevant sections in Everitt have been posted for the April 14th class.
07/04/11:	Notes for the April 7th class have been posted.
05/04/11:	Homework set 2 has been posted (due date April 14). I have slightly updated the notes and R-code about factor analysis.
24/03/11:	Notes and R-code for the March 24 class are posted.
10/03/11:	Homework set 1 has been posted. I have also posted information for people who need to read up on linear regression (which we will need when discussing factor analysis).
02/03/11:	Notes and R-code for the March 3 class are posted.
26/02/11:	I have repaired the link to the Rscript "Intro to R".
24/02/11:	Notes and R-code for the Feb 24 class are posted.
28/01/11:	Welcome to the class website for the lecture on multivariate statistics! All course material will be posted on this website during the semester, and I will use this announcement section to let you know what is new.

Exercise sets

• Exercise set 1
• Exercise set 2
• Exercise set 3

Class schedule

This schedule will be updated throughout the semester.

Date	Topic	Comments, material
Feb 24	Introduction to multivariate statistics	Course syllabus If you don't have R already, please install it from CRAN If you are unfamiliar with R, please work through Intro to R Reference cards for R: by Tom Short, by Jonathan Baron Notes on introduction to multivariate statistics Rscript on graphical methods for multivariate data
Mar 3, 10	Principal component analysis (PCA)	Notes on PCA Rscript on PCA Chapter 3 of Everitt For people who need to read up on multiple regression analysis, please see this class website, and in particular this handout with the most important concepts
Mar 17	No class
Mar 24, 31	Factor analysis	Notes on factor analysis Rscript on factor analysis Chapter 4 of Everitt
Apr 7, 14	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)
Apr 21	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)
April 28	Easter holidays
May 5	Discussion of exercise sets (by Sarah Gerster)	Notes
May 12	Clustering	Notes on clustering Interactive demo for hierarchical clustering Interactive demo for k-means clustering Rscript on clustering methods Chapter 6 of Everitt
May 19	Canonical correlation analysis	Notes on canonical correlation analysis Rscript on canonical correlation Chapter 8 of Everitt
May 26	Overview of multivariate methods; Exam info	Notes, overview of multivariate methods Rscript on multidimensional scaling Exam info