TMA4265 Stochastic Processes, Autumn 2014

All computer code should be written in Matlab or R. In the lectures R will be used.

R is available for free download at The Comprehensive R Archive Network (Windows, Linux and Mac).

Rstudio is an integrated development environment (system where you have you script, your run-window, overview of objects and a plotting window). Here, is a short introduction for R with Rstudio.

A nice introduction to R is the book P. Dalgaard: Introductory statistics with R, 2nd edition, Springer which is also available freely to NTNU students as an ebook Introductory Statistics with R. and several manuals can be found at CRAN. You can also check for a comprehensive introduction.

A short introduction can be found on the course webpage of TMA4267.

At youtube there are several videos that introduces R and specific topics.