Jonathan Olmsted

Advanced Statistical Programming Camp

Attending the Course

For logistical information or an overview of the topics covered in the May 2014 version, see

Stay tuned for information about upcoming sessions.


A syllabus current as of the most recent version of the workshop is here.

Topics covered include:

  • parallel computing at the R and C++ levels
  • using HPC schedulers
  • basic C++ integration with R through Rcpp

These topics are demonstrated over the course of multiple days with a set of running examples:

  • efficiently calculating pairwise distances over the surface of the earth
  • parametric and non-parametric bootraps
  • cross-validation for “out-of-sample” prediction error
  • Bayesian Probit regression (EM/MAP and MCMC)


The first session was mostly a teaser demonstrating the performance gains associated with various techniques applied to a common example: calculating pairwise distances. This particlar set of slides (as a PDF) is here.

All of the materials for the workshop are comprised of:

  • slides for each session’s presentation [PDF]
  • handouts with further documentation/examples [PDF]
  • all R code from slides and handouts [R]
  • all C++ code from slides [CPP/HPP]
  • job submission scripts [SLURM]

and can be downloaded here as a ZIP-ed directory.

If you have any questions please don’t hesitate to ask. I’m happy to answer when I can.