Statistical Computing(统计计算)

本课程获评中央财经大学精品实验课程 (结项优秀)

We learn statistical computing from scratch with R/Python.

Time and Venue

Every Tuesday 10:00 — 12:35 Feb 14 June 06, 2023, Shahe M218


Teaching Videos

  • Pre-recorded teaching videos (in Chinese) are available at 哔哩哔哩(


Part I: Introduction to R/Python

This part covers basic programming skills in both R and Python. Students are free to choose to use any of them.

R Programming (R slides and data in one zip file)

Jupyter NotebookSlides
L01: IntroductionHTML
L02.1: R Builtin Data StructuresHTML
L02.2: R Functions and PackagesHTML
L02.3: R Data Import and ExportHTML
L03.1: R Visualization with Builtin FunctionsHTML
L03.2: Advanced R VisualizationHTML

Python Programming (Python slides and data in one zip file)

Jupyter Notebook (鼠标右键点击另存为下载)Slides and
Teaching videos (CN)
Statistics, Finance
and accounting programs
L01.1: Introduction to Python for Economists and StatisticiansSlides
L01.2: Python from ScratchSlides
L01.3: Python Functions and ModulesSlides
L02.1: Python Builtin Data StructuresSlides
L02.2: Data Wrangling with PandasSlides Video1 Video2 Video3
L02.3: Manipulating DataFrames with PandasSlides Video
L03.1: Pandas Data VisualizationSlides Video1 Video2
L03.2: Statistical Data VisualizationSlides Video1 Video2
L03.3: Interactive Data VisualizationSlides Video
L04.1: Reading and Cleaning Excel FilesSlides
L04.2: Groups and pivot tables with PandasSlides
L04.3: Strings and Custom Functions in PandasSlides
L05.1: Fundamental Modules for Statistical ModellingSlides Video1 Video2
L05.2: Python for Statistical ModellingSlides Video1 Video2 Video3 Video4

Part II: Optimization and Simulation (R slides and data in one zip file)

Jupyter NotebookSlides
L04.1: Distributions and Random NumbersHTML
L04.2: Likelihood Function and Loss FunctionHTML
L05: Sampling from Unkown DistributionsHTML
L06.1: Introduction to OptimizationHTML
L06.2: Newton’s AlgorithmHTML
L06.3: Hessian Free AlgorithmsHTML
L07: Markov chain Monte Carlo PDF
L08: Bayesian Inference with MCMC PDF

Part III: Advanced Topics and Applications

L09.1 Complex Model to Complex DataPDF
L09.2 Large Scale Time Series ForecastingPDF
L09.3 Highly-Scalable Distributed ModellingPDF