Stochastic Processes and Their Applications
Spring 2008 - Mathematical Software

Some of the basic calculations that we need to do are to solve systems of linear equations and to multiply matrixes. It is also nice to be able to plot graphs, generate random variables, perform simulations, and sometimes perform symbolic calculations.

The following software packages are useful:

You can use any of the above to solve some of the HW exercises. These packages are available at the computer classes.

If you do not have a preference, we recommend that you use "R".  It is FREE and can be installed easily on your home machine.

Here is a link to Yuval Nov's R course - has very useful lecture slides.