Chapter 1 Preface

This book accompanies BGU’s “R” course, at the department of Industrial Engineering and Management. It has several purposes:

  • Help me organize and document the course material.
  • Help students during class so that they may focus on listening and not writing.
  • Help students after class, so that they may self-study.

At its current state it is experimental. It can thus be expected to change from time to time, and include mistakes. I will be enormously grateful to whoever decides to share with me any mistakes found.

I am enormously grateful to Yihui Xie, who’s bookdown R package made it possible to easily write a book which has many mathematical formulae, and R output.

I hope the reader will find this text interesting and useful.

For reproducing my results you will want to run set.seed(1).

1.1 Notation Conventions

In this text we use the following conventions: Lower case \(x\) may be a vector or a scalar, random of fixed, as implied by the context. Upper case \(A\) will stand for matrices. Equality \(=\) is an equality, and \(:=\) is a definition. Norm functions are denoted with \(\Vert x \Vert\) for vector norms, and \(\Vert A \Vert\) for matrix norms. The type of norm is indicated in the subscript; e.g. \(\Vert x \Vert_2\) for the Euclidean (\(l_2\)) norm. Tag, \(x'\) is a transpose. The distribution of a random vector is \(\sim\).

1.2 Acknowledgements

I have consulted many people during the writing of this text. I would like to thank Yoav Kessler, Lena Novack, Efrat Vilenski, Ron Sarfian, and Liad Shekel in particular, for their valuable inputs.