Some important computing skills (in my opinion) that would really help an applied statistician with his/her work:

  • Knowledge of powerful statistical software : I recommend R since it is freeware and there is a huge group of people developing useful routines/packages. Of course, SAS and other languages would serve a similar purpose as well though they do not have the benefit of vast online communities (in terms of getting help and/or useful programs that have already been written and can be shared for free).
  • Fast compiled programming language : C or C++ , though FORTRAN is a reasonable option as well.
    It is harder to get things to work correctly in C or C++ versus a higher level language like R but even a poorly optimized piece of C software, for instance, is likely to be much faster than an R program.
  • Scripting languages for fast data/text manipulation and for automating the running of programs : Python appears to be the easiest to read/program in and most intuitive (to me at least). Perl is another powerful option. The ability to write scripts in Python or Perl is also a great way for you to automate any computer work such as a big simulation study where you want to run your algorithm for many different parameter values. Also, assuming you write your scripts well, every time you discover a mistake (this will happen often), you will only need to modify a small piece of code instead of going through the laborious process of editing dozens or hundreds of different files/programs etc. Organizing your work with scripts will also mean you will be less likely to make mistakes in the first place!
  • Mathematical writing with LaTeX : If you are plan to do a Ph.D. or write papers with significant mathematical content, LaTeX is definitely worth learning. It is mandatory in many departments for thesis writing but even if it is not, your mathematical writing looks much, much better (especially when compared to any Microsoft-based mathematical writing tools).
  • A flexible, intelligent text editor : emacs is my favorite though there are many other good editors. Emacs can be made to ‘understand’ R and latex easily (via ESS (emacs speaks statistics) and auctex respectively), which can be very useful. Such editors can save you enormous time and energy on a daily basis by helping you avoid errors by providing syntax highlighting, automatic parentheses matching and indentation, among other tools.

Note that my recommendations above share a common feature: they are all freeware!

Investing time into picking up these skills can pay off in a big way. The best (quickest and most fun) way to learn is by using them while working on assignments or project, not by trying to read books or tutorials; books and tutorials may be useful while you are trying to figure out how to solve the problems posed by your assignment or project.

From http://sites.stat.psu.edu/~mharan/515/Rhelp/impcomp.html

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