Multivariate Statistical Methods 

Spring Semester, 2024,  Monday 9:30-11:20  LMC514,  Wednesday 16:30-18:20  LMC512

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

 

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

E-mail: hpeng@hkbu.edu.hk

Tutorial:  ZHANG, Jing   Email: jingzhang@hkbu.edu.hk

Tutorial Time:  17 Jan., 31  Jan., 21 Feb., 6 Mar.,  20 Mar., and 10 April, 16:30-18:20

Teaching Assistant:  WANG Yuyuan (20482116@life.hkbu.edu.hk),  NI Jingyi (22482806@life.hkbu.edu.hk)

Office Hours:  Wednesday 9:30-12:30  and Friday 9:30-12:30,  or by appointments.

Final Examination Time: 

Syllabus and Others: click here

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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

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Assignments

Projects

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Useful Program Functions

ellipse plot  Chi-square plot

Box_Cox transformation 1 2

Multivariate Box_Cox transformation 1 2