Slides

• Course Overview
• Review of Linear Algebra
  • R code
• Multivariate Distibutions
  • R code
• Multivariate Normal Distribution
  • R code
• Elliptical Distributions
  • R code
  • Hofert, M. (2013). On sampling from the multivariate t distribution. The R Journal.
• Wishart Distribution
  • R code
  • Blog post on different decompositions for random matrices
• Test for Multivariate Means
  • R code
• Test for Covariance Matrices
  • R code
  • R code for downloading Winnipeg weather data
  • Notes on asymptotic expansions for the test of sphericity
• Multivariate Analysis of Variance
  • R code
• Multivariate Linear Regression
  • R code
  • R code on all subset selection
• Penalized Regression
  • R code
• Principal Component Analysis
  • R code
• Canonical Correlation Analysis
  • R code
• Factor Analysis
  • Lecture notes from STAT 4690
  • R code from STAT 4690