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732G08 Multivariate Methods

Course information


Autumn 2025

Autumn 2025

This is the course page for the course Multivariate Methods.

The first course occasion will be in A33 on Tuesday 2025-08-26 13:15-15 Lecture!

The hyperlinks for 2025's material are being updated at the moment. Hence, Some of the links below result in Error 404.

Course Content


The course aims to provide the student with a theoretical basis of multivariate methods that are required for qualified work and research in statistics. More specifically, the course includes:

  • Repetition of Linear Algebra, Statistics, and Probablity
  • Multivariate normal distribution
  • Principal Component Analysis
  • Canonical Correlation Analysis
  • Factor Analysis
  • Discriminatory Analysis
  • Cluster Analysis

Course literature


  • Course textbook: Multivariate Statistical Methods by B. F. J. Manly, Fourth Edition, Chapman & Hall/CRC.

  • Course textbook: Grundläggande inferens vid multivariat normalfördelning by S. Danielsson

  • Auxillary book: Applied Multivariate Statistical Analysis by R.A. Johnson and D.W. Wichern, Pearson New International Edition.

  • Auxillary book: An Introduction to Applied Multivariate Analysis with R by B. Everitt and T. Hothorn, Springer.

  • Auxillary book: Little Book of R for Multivariate Analysis

Course structure


The course contains 8 lectures, and 1 seminar session and an oral exam.

All classes are planned to be on campus.

The course contains three teaching activities:

  • Lecture (Fö) Introduction of concepts.
  • Seminar (SE) Presentation of solutions to weekly exercises.
  • Oral exam Final exam.

Lectures


The following content will be presented on each lecture:

Lecture Time and place Material
1 2025-08-26 13:15 A33 Introduction to course; Repetition linear algebra
2 2025-08-27 A31 09:15 Repetition statistics, probablity; Multivariate normal distribution
3 2025-09-02 A33 10:15 Visualization; Confidence intervals Visualization examples; Czekanowski's diagram example
4 2025-09-09 A33 10:15 Principal Component Analysis
5 2025-09-17 U4 10:15 Canonical Correlation Analysis
6 2025-09-23 P44 10:15 Discriminatory Analysis LDA example; MLDA example; decision tree example; logistic regression example; logistic regression for breast cancer example
7 2025-09-30 R43 10:15 Cluster Analysis airlines clustering example; breast cancer clustering example
Seminar 2025-10-14 U6 08:45 Presentation of solutions to hand-in exercises
Oral exam 2025-10-16 2A:475 09:15 Oral exam
Oral exam 2025-10-17 2A:475 09:15 Oral exm
Additional material can be found here.

Assignments


The course contains 6 assignments that all are mandatory.

All labs and seminar assignments have a deadline. Please observe that in order to pass you have to present your work at the final seminar. This means that your work has to be submitted prior to the seminar.

Attendance at the seminar is obligatory!

Late submissions will result in penalty assignments!

Submission is done through LISAM or via email.

ALL submissions will be CHECKED through URKUND for plagarism!

For all submissions there is an additional deadline of by which corrections to labs should be submitted. If after this further corrections will be required there is a FINAL deadline of ??December 2025. After this date NO corrections NOR hand-ins will be accepted.

Assignment no. Instructions and additional lecture materials Material presented Deadline
1 ZIP 2025-08-26 2025-09-02
2 ZIP 2025-08-27 2025-09-09
3 ZIP 2025-09-02,09 2025-09-16
4 ZIP 2025-09-17 2025-09-23
5 ZIP 2025-09-23 2025-09-30
6 ZIP 2025-09-30 2025-10-07

Oral exam


The exam consists of six hand-ins, a presentation (14 X 2025) and oral exam on 2025-10-16,17

Staff


  • Krzysztof Bartoszek, examiner
  • Krzysztof Bartoszek, lecturer
  • Bayu Brahmantio, teaching assistant

Page responsible: Krzysztof Bartoszek
Last updated: 2025-07-19