Statistical Computing in Matlab: AMS 597 Ling Leng

Statistical Computing in
MATLAB
AMS 597
Ling Leng
1
Introduction to MatLab
 The name MATLAB stands for matrix laboratory
 Typical uses include:
Math and computation
 Algorithm development
 Data acquisition
 Modeling, simulation, and prototyping
Data analysis, exploration, and visualization
 Scientific and engineering graphics
 Application development, including graphical user interface
building.
We will be learning how to use MATLAB in Statistics.
2
DESKTOP TOOLS AND
DEVELOPMENT ENVIRONMENT
 Workspace Browser – View and make changes

to the contents of the workspace.
 Command Windows – Run MATLAB
statements (commands).
 M-file Editor – Creating, Editing, Debugging
and Running Files.
3
MATRICES AND ARRAYS
 In MATLAB, a matrix is a rectangular array of

numbers. Special meaning is sometimes attached to
1-by-1 matrices, which are scalars, and to matrices
with only one row or column, which are vectors.
 Where other programming languages work with

numbers one at a time, MATLAB allows you to work
with entire matrices quickly and easily.
4
Entering Matrices
A few basic conventions:

 Separate the elements of a row with blanks or
commas.
 Use a semicolon, ; , to indicate the end of each
row.
 Surround the entire list of elements with square
brackets, [ ].
5
Some Matrix Functions
 Sum, transpose and diagonal
sum(A) A’ diag(A)
 Subscripts:
The element in row I and column j of A is denoted by A(i,j).
T = A(4,5)
A(4,6)=T
 The Colon Operator:
1:10 is a row vector containing the integers from 1 to 10.
To obtain nounit spacing, specify an increment.
For example, 100:-7:50
Subscript expressions involving colons refer to portions of a matrix:
For example, A(1:k,j) is the first k elements of the jth column of A.
6
Some Matrix Functions (continued)
 Generating Matrices Functions :
Build-in functions that create square matrices of almost any size:
magic(4) zeros(4,4) ones(4,4)
rand(4,4) randn(4,4)
 Concatenating Matrices:
B=[A A+32; A+48 A+16]
 Deleting rows or columns:
X=A
X(:,2)=[]
7
Expression
 Variables
MATLAB does not require any type declarations or dimension
statements. When MATLAB encounters a new variable name,
it automatically creates the variable and allocates the
appropriate amount of storage.
For example:
New_student = 25
To view the matrix assigned to any variable, simply enter the
variable name.
8
Expression (continued)
 Numbers
MATLAB uses conventional decimal notation, with an
optional decimal point and leading plus or minus sign, for
numbers. Scientific notation uses the letter e to specify a
power-of-ten scale factor. Imaginary numbers use either i or j
as a suffix.
Some examples of legal numbers are
3 -99 0.00019.6397238 1.60210e20
6.02252e231i -3.14159j 3e5i
9
Expression (continued)
 Operators
+-*/^
 Functions
MATLAB provides a large number of standard elementary
mathematical functions, including abs, sqrt, exp, and sin. For a
list of the elementary mathematical functions, type :
help elfun
For a list of more advanced mathematical and matrix functions,
type:
help specfun
help elmat 10
Linear Algebra:
 Examples:
A+A’
A*A’
D=det(A)
R=rref(A) % reduced row echelon form of A
X=inv(A)
E=eig(A)
Ploy(A) % coefficients in the characteristics equation
11
Arrays:
+ Addition
- Subtraction
.* Element-by-element multiplication
./ Element-by-element division
.\ Element-by-element left division
.^ Element-by-element power
.' Unconjugated array transpose
12
Multivariate Data:
 MATLAB uses column-oriented analysis for multivariate
statistical data. Each column in a data set represents a variable
and each row an observation. The (i,j)th element is the ith
observation of the jth variable.
 As an example, consider a data set with three variables:
Heart rate
Weight
Hours of exercise per week
13
Flow control:
 if, else, and else if
if rem(n,2) ~= 0
M = odd_magic(n)
elseif rem(n,4) ~= 0
M = single_even_magic(n)
else
M = double_even_magic(n)
end
 switch and case

switch (rem(n,4)==0) + (rem(n,2)==0)
case 0 M = odd_magic(n)
case 1 M single_even_magic(n)
case 2 M = double_even_magic(n)
otherwise error('This is impossible') end
14
Flow Control (continued)
 For  while
for i = 1:m a = 0; fa = -Inf;
for j = 1:n b = 3; fb = Inf;
H(i,j) = 1/(i+j); while b-a > eps*b
end x = (a+b)/2;
fx = x^3-2*x-5;
end if sign(fx) == sign(fa)
a = x; fa = fx;
else
b = x; fb = fx;
end
end
x
15
Graphics
 Basic Plotting
x = 0:pi/100:2*pi;
y = sin(x);
plot(x,y)
xlabel('x = 0:2\pi')
ylabel('Sine of x')
title('Plot of the Sine Function','FontSize',12)
16
DATA ANALYSIS
AND STATISTICS
17
Basic Data
Analysis
 Import data set
 Scatter plot
18
Basic Data Analysis (continued)
 Covariance and Correlation
Covariance and Correlation Coefficient Function Summary

Function Description
cov Variance of vector - measure of spread or dispersion of sample variable.
Covariance of matrix - measure of strength of linear relationships between variables.
corrcoef Correlation coefficient - normalized measure of linear relationship strength between variables.
 Example
19
Preprocessing
 Missing Values
You should remove NaN (The special value, NaN, stands for Not-a-
Number in MATLAB)s from the data before performing statistical
computations.
20
Preprocessing (continued)
 Removing Outliers
You can remove outliers or misplaced data points from a data
set in much the same manner as NaNs.
1. Calculate the mean and standard deviation from the data set.
2. Get the column of points that lies outside the 3*std.
3. Remove these points
Example
21
Regression and Curve Fitting
 You can find these coefficients efficiently by using the
MATLAB backslash operator.
Example: Ordinary least squares
y=b0+b1x
 Polynomial Regression
Example:
 Linear-in-the-Parameters Regression
Example:
 Multiple Regression
Example:
22
Thank you !
23

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Statistical Computing in

 Workspace Browser – View and make changes

 In MATLAB, a matrix is a rectangular array of

 Where other programming languages work with

A few basic conventions:

.\ Element-by-element left division

.' Unconjugated array transpose

 switch and case

title('Plot of the Sine Function','FontSize',12)

Covariance and Correlation Coefficient Function Summary

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