Multivariate Statistical Methods 

Spring Semester, 2018,  Mon. 13:30-15:20 LMC512, Wed. 14:30-16:20, AAB204


Instructor. PENG, Heng, Associate Professor. Office: FSC1205.  Phone: 3411-7021.


Teaching Assistant. Huang, Zijian, E-mail:,  Cai, Mingxuan,  Email:

Office Hours:  
Mon. 9:30-10:20,  15:30-17:20  and Wed. 9:30-12:20 or by appointments.

Syllabus and Others: click here

Lecture note 1

Data Sets:

Example 1.4 

Example 1.5

Example 1.6

Example 1.9

Example 1.10

Example 1.11

Lecture note 2

Lecture note 3

Data Sets:

Example 3.10 

Example 3.14

Example 3.17


Example 3.10 

Example 3.14

Example 3.17

Lecture note 4

Data Sets:

Example 4.2 

Example 4.5 

Example 4.7

Matlab Commands Guidance for Lecture Note 1-4

Lecture note 5

Lecture note 6

R Code Materials


Graph Technology

Principle Component Analysis

Factor  Model Analysis


Assignment 1  

Suggested Solution

Due Date: 28 Feb.  

Assignment 2  

Suggested Solution

Due Date: 9 April

Assignment 3  

Suggested Solution

Due Date:  26 April


Projcet 1 (Individual)   

Data Sets: Snow Data   Lumber Data   Bird Data: female and male

Due date: 13th April

Projcet 2 (Group)  Due date:  14th  May

Data Sets: Stock Price   Air Pollution Data    National Track Records: female and male

Sale People Data  Data on Bulls

Useful Program Functions

ellipse plot  Chi-square plot

Box_Cox transformation 1 2

Multivariate Box_Cox transformation 1 2