[gov3009-l] Summer Class: C++ for Statistical Applications

This may be of interest to many participants in the Applied Statistics Workshop, so I am forwarding it along. A good summer to all. Best, Dan ______________________________ To Whomever May Be Interested: This email provides details regarding a 12-week informal course on computer programming specifically designed for fast execution of iterative statistical techniques (such as MCMC and the EM algorithm). The informal course is open to all Harvard students and affiliates, although there are substantive prerequisites as well as a $50.00 fee. Specifically, on Tuesdays and Thursdays from 10:30 to noon, Dr. Gopi Goswami of the Harvard Statistics Department will conduct an informal class on programming in C, C++, and R specifically geared towards iterative statistical processes. The goal is to teach students how to program so as to speed up the implementation of, for instance, a Gibbs sampler, a Metropolis-Hastings algorithm, or an EM algorithm. A basic introduction to these algorithms is presumed; the course will not review how and why such methods work, but rather the programming techniques and languages needed to run them quickly. The class will also presume a basic facility with the R programming language. Any student who has taken Stat 220, Stat 214, Gov 2003, or the substantial equivalent has the necessary background knowledge. The class will include a textbook (Deitel & Deitel's _C++: How To Program_; see below for additional references) and programming assignments (i.e., homework). Students will complete some projects in a group format as well as edit one another's computer code. No formal university credit will be given for the course, and no grades will be assigned. Details regarding timing and location appear below. Each student participating in the class, even those who intend merely to sit in on a few sessions, will be asked to pay a $50.00 fee. We hope all interested in this subject matter will take advantage of the opportunity this informal class represents. Persons having questions should contact Jim Greiner at greiner(a)fas.harvard.edu. Details: Time: Tuesday and Thursday, 10:30-noon First Class: June 14 Last Class: September 8 Week Off: Class will not meet the week of August 8 (but will meet July 5) Meeting location: IQSS (Kirkland Street) Room 22 Fee: $50 Text: Deitel & Deitel's _C++: How To Program_ Prerequisites: Stat 220 or Gov 2003, or substantial equivalent, such as independent knowledge of R and of Bayesian data analysis techniques Additional References (students should not purchase): Brian W. Kernighan & Dennis M. Ritchie, The C Programming Language (2d edition); Bjarne Stroustrup, The C++ Programming Language (special 3d edition); R-exts.pdf & R-intro.pdf at www.r-project.org under the "manuals link"