6. Jan: The first guidance in the computer lab is 27. Jan.
13. Jan: First lecture is today. Plan for the first week, is to remind ourself of simple linear regression and to introduce R.
16. Jan: This first week we have discussed chapter 6 and given an introduction to R. Next week we will continue with Chapter 3 and start on Chapter 4.
27. Jan: This week we will finish Chapter 4. We will also go through the following topics: ``Estimation of mean vector and the covariance matrix, and some properties of these estimators`` and ``Taylor-series approximation of mean and variance of functions of random variables``. These topics is somewhat `implicitely` discussed in the book, but is covered in any standard book in multivariate (statistics) analysis.
27.Jan: We are now aware of the Phys/Math journey to Japan 25/3-16/4. We will change the shedule accordingly; more later…
6.Feb: We have this week started on Chapter 7, and discussed 7.1, 7.2, 7.3, (7.4: read yourself), 7.6 (not finished). We will have to backtrack to chapter 5 and 2 to get the results we need to proove Thm.7.6.b; more of that next week
6.Feb: Next week we will start on the first exam.exercise; More information next week (tuesday).
9.Feb: The first
computer assignment is available. Deadline February 27. You should have done the weekly exercises (up to week 6) before you start on the computer assignment!
10.Feb: This week we have discussed section 7.6.3 and sections 5.5 and 5.6 and 2.13. The friday lecture will be replaced by a extra supervision for the first exam-exercise!!!
13.Feb: The factor model part and expression (7) in the exam-exercise is updated, and some notation is changed.
23.Feb: Sections we have discussed in Chapter 7: 7.1, 7.2, 7.3, (read yourself) 7.4, 7.5, 7.6, 7.7.
23.Feb: We started on friday 20th on Chapter 8, and discussed then 8.1, but we're not done with it yet. Plan ahead is to use week 9 to discuss Chapter 8. Tentative plan is 8.1, and then parts of 8.2, 8.5 and 8.6.
03.Mar:
Results from the first computer assignment.
03.Mar: The second
computer assignment is available. Deadline Friday April 24. You should have done the weekly exercises (up to week 11) before starting on the computer assignment!
11.Mar:
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Tuesday 24/3: No lectures, but exercise supervision, 12-16, in Nullrommet.
Friday 27/3 - Friday 17/4: No activity (well, you can read on your own, work with exam-exercise no 2, or even visit Japan…)
First lecture in April: 21/4.
Mar 13: Reading guide for chapter 12: 12.1, 12.3.3 (and ch.2.8 for generalized inverse), 12.2.2 (definition of estimable function only), 12.7 (all),