2019 Computational Numerical Statistics @ FCT

Introduction

This repo contains codes and documentations for four project of the "Computational Numerical Statistics" course attended at NOVA Faculdade de Ciencias e Tecnologia, in Lisbon.

The course attended was completely taught in Portuguese.

Structure

The Folders are structured as follow:

• Project 1

  • arguments:
    • Box-Muller Method
    • Acceptance-Rejection Method
    • Monte Carlo Integration
    • Hypothesis testing
  • code: ./code/Ex1
  • documentation: ./docs/ENC_Project_1...pdf

• Ex2 (Project 2)

  • arguments:
    • Bootstrap and Jacknife: Batteries problem
    • Bootstrap and Jacknife: Geometric distribution
    • Optimization: Beta distribution
    • Optimization: Exponential distribution
  • code: ./code/Ex2
  • documentation: ./docs/ENC_Project_2...pdf

• Ex3 (Project 3)

  • arguments:
    • Generalized Linear Models
    • Bayesian Inference
  • code: ./code/Ex3
  • documentation: ./docs/ENC_Project_3...pdf

• Ex4 (Final Project - slides)

  • arguments:
    • Random variable generation
      • Box-Muller Method
    • Optimization
      • Analytical solution
      • Bisection method
      • Newton-Raphson method
      • Fisher Scoring Method
  • code: ./code/Ex4
  • documentation:
    • ./docs/?...pdf
    • ./docs/?...pdf

Contacts

If you are interested in something, don't hesitate to contact me or open an issue.