TILS644 Multivariate Statistical Methods (3–5 cr)
Study level:
Advanced studies
Grading scale:
0-5
Language:
English, Finnish
Responsible organisation:
Department of Mathematics and Statistics
Curriculum periods:
2024-2025, 2025-2026, 2026-2027, 2027-2028
Description
Multivariate statistical methods deal with data where more than one variable is measured on each observational unit and especially the relationships between the variables are of interest.
The course considers
- Some multivariate models.
- Concepts of multivariate location, scatter, skewness and kurtosis.
- Inference on location.
- Unsupervised and supervised linear dimension reduction methods, such as principal component analysis.
Learning outcomes
A student who has successfully completed the course:
- knows the basic theories behind the methods,
- can choose a relevant method from several options,
- can analyze the data with R software,
- draw conclusions form the analysis and report the results.
Additional information
Degree students in statistics and data science take the 5 ECTS course.
Students from other fields can take either 3 ECTS course or 5 ECTS course.
The course is held every 1.5 years.
Description of prerequisites
5 ECTS course: Statistical inference 1 and 2, the basics of R software and matrix algebra.
3 ECTS course: Data analysis and visualization and From data to model or corresponding knowledge, basics of R software.
Completion methods
Method 1
Evaluation criteria:
The assessment is based on the performance in the weekly tasks as well as in a final assignment.
Select all marked parts
Method 2
Evaluation criteria:
Kurssin lopputentissä hyväksyttyyn suoritukseen vaaditaan yleensä vähintään puolet tentin maksimipisteistä.
Select all marked parts
Parts of the completion methods
x
Participation in teaching (3–5 cr)
Type:
Participation in teaching
Grading scale:
0-5
Language:
English, Finnish
Teaching
1/13–3/9/2025 Lectures
3/5–3/5/2025 Exam
3/26–3/26/2025 Exam
x
Exam (3–5 cr)
Type:
Exam
Grading scale:
0-5
Language:
English, Finnish