After doing these courses, I feel confident creating professional visualizations and dashboards
Shoebur RahmanProcurement Specialist, Giz Bangladesh
Course Description
When working with data that contains many variables, we are often interested in studying the relationship between these variables using multivariate statistics. In this course, you'll learn ways to analyze these datasets. You will also learn about common multivariate probability distributions, including the multivariate normal, the multivariate-t, and some multivariate skew distributions. You will then be introduced to techniques for representing high dimensional data in fewer dimensions, including principal component analysis (PCA) and multidimensional scaling (MDS).
Prerequisites
Curriculum
Course outline
1
Reading and plotting multivariate data
In this introduction to multivariate data, you will learn how to read and summarize it. You will learn how to summarize multivariate data using descriptive statistics, such as the mean vector, variance-covariance, and correlation matrices. You'll then explore plotting techniques to provide insights into multivariate data.
- Reading multivariate data50 XP
- Reading multivariate data using read.table100 XP
- Specifying datatypes for columns100 XP
- Mean vector and variance-covariance matrix50 XP
- Calculating the mean vector100 XP
- Calculating the variance-covariance matrix100 XP
- Calculating the correlation matrix100 XP
- Plotting multivariate data50 XP
- Pairs plot using base graphics and lattice100 XP
- 3D plotting techniques100 XP
2
Multivariate Normal Distribution
This chapter will introduce you to the most important and widely used multivariate probability distribution, the multivariate normal. You will learn how to generate random samples from a multivariate normal distribution and how to calculate and plot the densities and probabilities under this distribution. You will also learn how to test if a dataset follows multivariate normality.
3
Other Multivariate Distributions
This chapter introduces a host of probability distributions to model non-normal data. In particular, you will be introduced to multivariate t-distributions, which can model heavier tails and are a generalization of the univariate Student's t-distribution. You will be introduced to various skew distributions, which are specifically designed to model data that are right or left skewed.
4
Principal Component Analysis and Multidimensional Scaling
In the final chapter, you will be introduced to techniques for analyzing high dimensional data, including principal component analysis (PCA) and multidimensional scaling (MDS). You will also learn to implement these techniques by analyzing data.
R
Multivariate Probability Distributions in R
Course
Complete
