The best way, and often the only way, to learn new statistical procedures is by doing. We will therefore make extensive use of a flexible (open-source and free) statistical software program called R and a companion package called Zelig (which we designed for you and those in your position). R is among the most widely used statistical software, and Zelig is a widely used packages in R. You will learn how to program in this class, if you do not know already.
For hardware, you are welcome to use your own computers. To install R and Zelig on your computer, see zeligproject.org. You are also welcome to use the HMDC computer labs (in the concourse and 3rd floor of CGIS North-Knafel, 1737 Cambridge Street), which have computers with R already installed on them. Harvard affiliates also have the option of registering for a Research Computing Environment (RCE) account through http://hmdc.harvard.edu. Having an RCE account allows you access to HMDC's cluster of servers, which are fast and well-equipped to handle large data sets or time-intensive procedures. In addition, these servers supply a persistent (linux) desktop environment that is accessible from any computer with an Internet connection.
Most of the probability and statistical theory in this class will be taught in the context of "Monte Carlo simulation'' (which we do not expect you to know prior to the course). We will write computer programs to verify, or substitute for, more difficult formal mathematical proofs. This intuitive technique will make it much easier to understand and to implement new statistical methods.