STAT774: Statistical Computing

Chunsheng Ma

Department of Mathematics, , and Physics Wichita State University, Kansas 67260, USA

E-mail: [email protected] Course Information (See the syllabus for more details)

Lectures TR @ 7:05pm - 8:20pm, 335 JB

Textbook Rizzo, M. L. (2008). Statistical Computing with . Chapman & Hall/CRC.

Prerequisite STAT460 or equivalent courses

Course Evaluation Homework 20% Project 15% 2 Quizzes 30% Final Exam 35% 30 Lectures

1 1: Introduction to Mathematical/Statistical Softwares 1. Introduction to Mathematical/Statistical Softwares

* Mathematica Mathematica http://www.wolfram.com/mathematica/

* Maple is a commercial computer algebra system developed and sold commercially by Maplesoft, a software company based in Waterloo, Ontario, Canada.

The first concept of Maple arose from a meeting in November 1980, by the Symbolic Computation Group at the University of Waterloo. In 1988, Maplesoft (then known as Waterloo Maple Inc.) was founded to commercialize the technology. * MatLab MATLAB (matrix laboratory) is a multi-paradigm numerical computing environment and fourth-generation programming language. A proprietary programming language developed by MathWorks, MATLAB allows matrix manipulations, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other languages, including , C++, Java, and Python. Cleve Barry Moler is an American mathematician and computer specializing in . In the mid to late 1970s, he was one of the authors of LINPACK and EISPACK, Fortran libraries for numerical computing. He invented MATLAB, a numerical computing package, to give his students at the University of New Mexico easy access to these libraries without writing Fortran. In 1984, he co-founded MathWorks with Jack Little to commercialize this program. * Python http://www.python.org/

Python is an interpreted high-level programming language for general-purpose programming. Created by Guido van Rossum (a Dutch programmer, who started working for Dropbox in January 2013) and first released in 1991, Python has a design philosophy that emphasizes code readability, and a syntax that allows to express concepts in fewer lines of code, notably using significant whitespace. It provides constructs that enable clear programming on both small and large scales. Python features a dynamic type system and automatic memory management. It supports multiple programming paradigms, including object-oriented, imperative, functional and procedural, and has a large and comprehensive standard library. * Data analysis and statistical software http://www.stata.com/

Stata is a general-purpose statistical software package created in 1985 by StataCorp. Most of its users work in research, especially in the fields of economics, sociology, political science, biomedicine and epidemiology. Stata’ capabilities include data management, statistical analysis, graphics, simulations, regression, and custom programming. The name Stata is a syllabic abbreviation of the words statistics and data. * SAS: Statistical Analysis System

SAS Institute is an American developer of analytics software based in Cary, North Carolina. SAS develops and markets a suite of analytics software (also called SAS), which helps access, manage, analyze and report on data to aid in decision-making. The company is the world’s largest privately held software business and its software is used by most of the Fortune 500. SAS has developed a model workplace environment and benefits program designed to retain employees, allow them to focus on their work, and reduce operating costs. It provides on-site, subsidized or free healthcare, gyms, daycare and life counseling services. SAS Institute started as a project at North Carolina State University to create a statistical analysis system that was originally used primarily by agricultural departments at universities in the late 1960s. It became an independent, private business led by current CEO James Goodnight and three other project leaders from the university in 1976. * R, SPlus https://www.r-project.org/ R is a programming language and software environment for statistical computing and graphics supported by the R Foundation for Statistical Computing. The R language is widely used among statisticians and data miners for developing statistical software and data analysis. R is an implementation of the S programming language combined with lexical scoping semantics inspired by Scheme. S was created by John Chambers while at Bell Labs. There are some important differences, but much of the code written for S runs unaltered.

R was created by Ross Ihaka and Robert Gentleman at the University of Auckland, New Zealand, and is currently developed by the R Development Core Team, of which Chambers is a member. R is named partly after the first names of the first two R authors and partly as a play on the name of S.