\( \newcommand{\bm}[1]{\boldsymbol{\mathbf{#1}}} \DeclareMathOperator{\tr}{tr} \DeclareMathOperator{\var}{var} \DeclareMathOperator{\cov}{cov} \DeclareMathOperator{\corr}{corr} \newcommand{\indep}{\perp\!\!\!\perp} \newcommand{\nindep}{\perp\!\!\!\perp\!\!\!\!\!\!/\;\;} \)

3.1 Getting started

The following exercises are adapted from Practicals to Accompany Statistical Models by A. C. Davison, available at http://statwww.epfl.ch/davison/SM/. You will need to install the libraries ellipse, MASS and SMPracticals.

library(ellipse)
library(MASS)
library(SMPracticals)