Summary: Multivariate and other worksheets for R (or SPlus): a
P.M.E.Altham, Statistical Laboratory, University of Cambridge.
July 15, 2009
These worksheets were originally constructed for my graduate teaching before I retired in
September 2005. Since then, I have a lot more time to be interested in lots more things! So I
am continually (but slowly) adding more examples and graphs, and I have also made some minor
editorial changes: this version of the worksheets includes a small index of the commands used,
and also of the datasets.
If you have any comments or queries, please contact me at
Special thanks must go to Dr R.J.Gibbens for his help in introducing me to SPlus, and also to
Professor B.D.Ripley for access to his SPlus lecture notes. Several generations of keen and critical
students for the Cambridge University Diploma in Mathematical Statistics, and since 1998 for the
MPhil in Statistical Science, have made helpful suggestions which have improved these worksheets.
These worksheets may be used for any educational purpose provided their authorship (P.M.E.Altham)
Most of the multivariate theory used is explained in my Lecture Notes at