Basics Of Matrix Algebra For Statistics With R

A Thorough Guide to Elementary Matrix Algebra and Implementation in R Basics of Matrix Algebra for Statistics with R provides a guide to elementary matrix algebra sufficient for undertaking specialized courses, such as multivariate data analysis and linear models. It also covers advanced topics, such as generalized inverses of singular and rectangular matrices and manipulation of partitioned matrices, for those who want to delve deeper into the subject. The book introduces the definition of a matrix and the basic rules of addition, subtraction, multiplication, and inversion. Later topics include determinants, calculation of eigenvectors and eigenvalues, and differentiation of linear and quadratic forms with respect to vectors. The text explores how these concepts arise in statistical techniques, including principal component analysis, canonical correlation analysis, and linear modeling. In addition to the algebraic manipulation of matrices, the book presents numerical examples that illustrate how to perform calculations by hand and using R. Many theoretical and numerical exercises of varying levels of difficulty aid readers in assessing their knowledge of the material. Outline solutions at the back of the book enable readers to verify the techniques required and obtain numerical answers. Avoiding vector spaces and other advanced mathematics, this book shows how to manipulate matrices and perform numerical calculations in R. It prepares readers for higher-level and specialized studies in statistics.

A Thorough Guide to Elementary Matrix Algebra and Implementation in R Basics of Matrix Algebra for Statistics with R provides a guide to elementary matrix algebra sufficient for undertaking specialized courses, such as multivariate data analysis and linear models. It also covers advanced topics, such as generalized inverses of singular and rectangular matrices and manipulation of partitioned matrices, for those who want to delve deeper into the subject. The book introduces the definition of a matrix and the basic rules of addition, subtraction, multiplication, and inversion. Later topics include determinants, calculation of eigenvectors and eigenvalues, and differentiation of linear and quadratic forms with respect to vectors. The text explores how these concepts arise in statistical techniques, including principal component analysis, canonical correlation analysis, and linear modeling. In addition to the algebraic manipulation of matrices, the book presents numerical examples that illustrate how to perform calculations by hand and using R. Many theoretical and numerical exercises of varying levels of difficulty aid readers in assessing their knowledge of the material. Outline solutions at the back of the book enable readers to verify the techniques required and obtain numerical answers. Avoiding vector spaces and other advanced mathematics, this book shows how to manipulate matrices and perform numerical calculations in R. It prepares readers for higher-level and specialized studies in statistics.

A thoroughly updated guide to matrix algebra and it uses in statistical analysis and features SAS®, MATLAB®, and R throughout This Second Edition addresses matrix algebra that is useful in the statistical analysis of data as well as within statistics as a whole. The material is presented in an explanatory style rather than a formal theorem-proof format and is self-contained. Featuring numerous applied illustrations, numerical examples, and exercises, the book has been updated to include the use of SAS, MATLAB, and R for the execution of matrix computations. In addition, André I. Khuri, who has extensive research and teaching experience in the field, joins this new edition as co-author. The Second Edition also: Contains new coverage on vector spaces and linear transformations and discusses computational aspects of matrices Covers the analysis of balanced linear models using direct products of matrices Analyzes multiresponse linear models where several responses can be of interest Includes extensive use of SAS, MATLAB, and R throughout Contains over 400 examples and exercises to reinforce understanding along with select solutions Includes plentiful new illustrations depicting the importance of geometry as well as historical interludes Matrix Algebra Useful for Statistics, Second Edition is an ideal textbook for advanced undergraduate and first-year graduate level courses in statistics and other related disciplines. The book is also appropriate as a reference for independent readers who use statistics and wish to improve their knowledge of matrix algebra. THE LATE SHAYLE R. SEARLE, PHD, was professor emeritus of biometry at Cornell University. He was the author of Linear Models for Unbalanced Data and Linear Models and co-author of Generalized, Linear, and Mixed Models, Second Edition, Matrix Algebra for Applied Economics, and Variance Components, all published by Wiley. Dr. Searle received the Alexander von Humboldt Senior Scientist Award, and he was an honorary fellow of the Royal Society of New Zealand. ANDRÉ I. KHURI, PHD, is Professor Emeritus of Statistics at the University of Florida. He is the author of Advanced Calculus with Applications in Statistics, Second Edition and co-author of Statistical Tests for Mixed Linear Models, all published by Wiley. Dr. Khuri is a member of numerous academic associations, among them the American Statistical Association and the Institute of Mathematical Statistics.

Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This much-needed work presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. Finally, it covers numerical linear algebra, beginning with a discussion of the basics of numerical computations, and following up with accurate and efficient algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors.

Teaches matrix algebra, allowing the student to learn the material by actually working with matrix objects in modern computer environment of R. This book provides an overview of matrix theory without being bogged down in proofs or tedium.

The book developed from the need to teach a linear algebra course to students focused on data science and bioinformatics programs. These students tend not to realize the importance of linear algebra in applied sciences since traditional linear algebra courses tend to cover mathematical contexts but not the computational aspect of linear algebra or its applications to data science and bioinformatics. The author presents the topics in a traditional course yet offers lectures as well as lab exercises on simulated and empirical data sets. This textbook provides students a theoretical basis which can then be applied to the practical R and Python problems, providing the tools needed for real-world applications. Each section starts with working examples to demonstrate how tools from linear algebra can help solve problems in applied science. These exercises start from easy computations, such as computing determinants of matrices, to practical applications on simulated and empirical data sets with R so that students learn how to get started with R along with computational examples in each section and then they learn how to apply what they learn to problems in applied sciences. This book is designed from first principles to demonstrate the importance of linear algebra through working computational examples with R and python including tutorials on how to install R in the Appendix. If a student has never seen R, they can get started without any additional help. Since Python is one of the most popular languages in data science, optimization, and computer science, code supplements are available for students who feel more comfortable with Python. R is used primarily for computational examples to develop student’s practical computational skills. Table of Contents Preface List of Figures List of Tables 1. Systems of Linear Equations and Matrices 2. Matrix Arithmetic 3. Deteminants 4. Vector Spaces 5. Inner Product Space 6. Eigen values and Eigen vectors 7. Linear Regression 8. Linear Programming Network Analysis Appendices A) Introduction to RStudio via Amazon Web Service (AWS) B) Introduction to R Bibliography Index Biography Dr. Ruriko Yoshida is an Associate Professor of Operations Research at the Naval Postgraduate School. She received her Ph.D. in Mathematics from the University of California, Davis. Her research topics cover a wide variety of areas: applications of algebraic combinatorics to statistical problems such as statistical learning on non-Euclidean spaces, sensor networks, phylogenetics, and phylogenomics. She teaches courses in statistics, stochastic models, probability, and data science.

Basic operations. Special matrices. Determinants. Inverse matrices. Rank. Canonical forms. Generalized inverses. Solving linear equations. Partitioned matrices. Eigenvalues and eigenvectors. Applications in statistics. The matrix algebra of regression analysis. An introduction to linear statistical model.