Multivariate Statistical Methods 

Spring Semester, 2022,  Monday. 10:30-12:20 LMC514,  Thursday. 13:30-15:20, LMC512

http://www.math.hkbu.edu.hk/~hpeng/Math3806.html

 

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

E-mail: hpeng@hkbu.edu.hk

Tutorial:  Ho Long Alex CHAN   Email: K081424@hkbu.edu.hk

Tutorial Time:  20 Jan.,  10 Feb., 24 Feb., 10 Mar.,  24 Mar., and 7 April,  LMC512 ,  13:30-15:20

Teaching Assistant

Office HoursTuesday 9:30-11:30,  Wednesday 9:30-11:30 and Thursday  9:30-12:30, or  by appointments.

Syllabus and Others: click here

http://www.math.hkbu.edu.hk/~hpeng/thinline.gif

Lecture note 1

Data Sets:

Example 1.4 

Example 1.5

Example 1.6

Example 1.9

Example 1.10

Example 1.11

R code file

Lecture note 2

R code for some examples

Appendix note

Lecture note 3

Appendix note

Data Sets:

Example 3.10 

Example 3.14

Example 3.17

Programs:

Example 3.10 

Example 3.14

Example 3.17

Lecture note 4

Appendix note

Data Sets:

Example 4.2 

Example 4.5 

Example 4.7

Matlab Commands Guidance for Lecture Note 1-4

Lecture note 5

Appendix note

EM Algorithm for Factor Models

Lecture note 6

Appendix note

R Code Materials

Introduction

Graph Technology

Appendix note for Principal Component Analysis

Appendix note for Factor Analysis

http://www.math.hkbu.edu.hk/~hpeng/thinline.gif

Assignments

Projects

http://www.math.hkbu.edu.hk/~hpeng/thinline.gif

Useful Program Functions

ellipse plot  Chi-square plot

Box_Cox transformation 1 2

Multivariate Box_Cox transformation 1 2