The course is designed to help bridging the gap between school-level mathematics and mathematical knowledge needed to understand advanced statistical data reduction techniques in depth. In the scope of the course essentials of e.g. the algebra of vectors and matrices, solving linear equations etc. will be revised in order to lay a basis for the understanding of the mathematical background of derivatives of matrix and vector functions, the geometry of linear regression and principal components.

At the same time participants will learn the mathematical notation of the procedures and will develop skills in applying R, a free software package for data analysis, statistical computation and graphical presentation. As a byproduct, students will learn how to use R in the context of their research interests. R has a constantly growing number of ready made modules for a wide range of statistical and graphical applications (currently more than 3790).