Posts

Hierarchical Compartmental Reserving Models for Business Planning

Introduction It’s been three years since the Casualty Actuarial Society published our research paper on Hierarchical Compartmental …

Portfolio Allocation for Bayesian Dummies

This post is about the Black-Litterman (BL) model for asset allocation and the basis of my talk at the Dublin Data Science Meet-up. The …

googleVis 0.7.0 adds Gantt charts

Version 0.7.0 of the googleVis R package has been released, adding a new function for Gantt charts. Gantt charts are helpful to …

Modelling incremental vs cumulative growth data - Does it matter?

It is exactly one year ago that the Casualty Actuarial Society published our research paper on Hierarchical Compartmental Reserving …

Prediction for the 100m final at the Tokyo Olympics

On Sunday the Tokyo Olympics men sprint 100m final will take place. Francesc Montané reminded me in his analysis that 9 years ago I …

Notes from the 3rd Insurance Data Science event

Finally, the Insurance Data Science conference was back last week. After last year’s cancellation due to Covid-19 over 250 delegates …

Programme for 2021 Insurance Data Science conference online

Book your ticket by 9 June 2021

Fitting multivariate ODE models with brms

This article illustrates how ordinary differential equations and multivariate observations can be modelled and fitted with the brms …

Research on Hierarchical Compartmental Reserving Models published

Over the last year I worked with Jake Morris on a research paper for the Casualty Actuarial Society. We are delighted to see it …

IDSC 2020: Abstract submission closes soon!

The Insurance Data Science conferences casts it shadows for 2020 already. Indeed, you read correctly, we have more than one event this …

Insurance Data Science 2020: Call for abstracts open

The call for abstracts is open for the third Insurance Data Science Conference at Cass Business School, City, University of London, 22 …

Notes from the 2nd Insurance Data Science event

The second Insurance Data Science Conference at RiskLab (ETH Zurich) followed on from its first edition at Cass Business School …

Word trees with googleVis 0.6.4

It’s been while since the last update on googleVis. Well, the Google Chart Tools are fairly settled now, but some time ago Google added …

Insurance Data Science: Call for abstracts open

The 2nd Insurance Data Science conference will take place at ETH Zurich, 14 June 2019. Following the launch in London at Cass Business …

Use domain knowledge to review prior distributions

At the Insurance Data Science conference, both Eric Novik and Paul-Christian Bürkner emphasised in their talks the value of thinking …

Notes from the 1st Insurance Data Science event

The first Insurance Data Science event was held at Cass Business School last week, 16 - 17 July 2018. The conference followed on from …

Hierarchical loss reserving with growth curves using brms

Ahead of the Stan Workshop on Tuesday, here is another example of using brms (Bürkner (2017)) for claims reserving. This time I will …

Models are about what changes, and what doesn't

How do you build a model from first principles? Here is a step by step guide. Following on from last week’s post on Principled Bayesian …

Principled Bayesian Workflow

On Thursday evening Michael Betancourt gave an insightful and thought provoking talk on Principled Bayesian Workflow at the Baysian …

Insurance Data Science 2018

Insurance Data Science The abstract submission deadline for the Insurance Data Science conference at Cass Business School on 16 July …

PK/PD reserving models

This is a follow-up post on hierarchical compartmental reserving models using PK/PD models. It will show how differential equations can …

Hierarchical compartmental reserving models

Today, I will sketch out ideas from the Hierarchical Compartmental Models for Loss Reserving paper by Jake Morris, which was published …

Insurance Data Science Conference 2018

Following five R in Insurance conferences, we are organising the first Insurance Data Science conference at Cass Business School …

Changing settlement rate model for paid losses

Last week I wrote about Glenn Meyers’ correlated log-normal chain-ladder model (CCL), which he presented at the 10th Bayesian Mixer …

Correlated log-normal chain-ladder model

On 23 November Glenn Meyers gave a fascinating talk about The Bayesian Revolution in Stochastic Loss Reserving at the 10th Bayesian …

Goodbye Blogger, welcome Hugo

After six years on Google’s Blogger platform I migrated my blog to Hugo. Blogger was a great platform to start blogging, it was/ is …

Notes from the 5th R in Insurance Conference

The fifth R in Insurance conference took place at Ecole Nationale de la Statistique et de l’Administration Economique, Paris on 8 June …

R in Insurance 2017 Programme online

The programme for the 2017 R in Insurance conference in Paris has been published. Talks will discuss new ideas and research with the …

R in Insurance 2017

The fifth conference on R in Insurance will be held on 8 June 2017 at ENSAE. ENSAE is the Paris Graduate School for Economics, …

Notes from the Kölner R meeting, 14 October 2016

Last Friday the Cologne R user group came together for two talks and a quiz at Eye/o, the company behind Adblock Plus, in …

Next Kölner R User Meeting: Friday 14 October

The 19th Cologne R user group meeting is scheduled for this Friday, 14 October 2016. We have three talks, followed by networking …

Notes from 4th Bayesian Mixer Meetup

Last Tuesday we got together for the 4th Bayesian Mixer Meetup. Product Madness kindly hosted us at their offices in Euston Square. …

Fitting a distribution in Stan from scratch

Last week the French National Institute of Health and Medical Research (Inserm) organised with the Stan Group a training programme on …

googleVis 0.6.1 on CRAN

We released googleVis version 0.6.1 on CRAN last week. The update fixes issues with setting certain options, following the switch from …

Notes from the 4th R in Insurance Conference

The 4th R in Insurance conference took place at Cass Business School London on 11 July 2016. This one-day conference focused once more …

Notes from the Kölner R meeting, 9 July 2016

Last Thursday the Cologne R user group came together again. This time, our two speakers arrived from Bavaria, to talk about Spark and R …

Notes from 3rd and 3.5th Bayesian Mixer Meetup

Two Bayesian Mixer meet-ups in a row. Can it get any better? Our third ‘regular’ meeting took place at Cass Business School on 24 June. …

Early bird registration for R in Insurance closes 30 May

Hurry! The early bird registration offer for the 4th R in Insurance conference, 11 July 2016, at Cass Business School closes 30 May. …

R in Insurance 2016 Programme

We are delighted to announce that the programme for the 4th R in Insurance conference at Cass Business School in London, 11 July 2016, …

New R package to access World Bank data

Staying on top of new CRAN packages is quite a challenge nowadays. However, thanks to Dirk’s CRANberries service I occasionally spot a …

Notes from 2nd Bayesian Mixer Meetup

Last Friday the 2nd Bayesian Mixer Meetup (@BayesianMixer) took place at Cass Business School, thanks to Pietro Millossovich and …

R in Insurance: Abstract submission closes end of March

Hurry! The abstract submission deadline for the 4th R in Insurance conference in London, 11 July 2016 is approaching soon. You have …

Notes from the Kölner R meeting, 26 February 2016

Last Friday the Cologne R user group came together for the 17th time. This time, we were in for a special treatment, with two talks by …

Next Kölner R User Meeting: Friday, 26 Feburary 2016

The 17th Cologne R user group meeting is scheduled for this Friday, 26 February 2016. We have two talks, followed by networking drinks. …

Bayesian Mixer on Meetup

We had our first successful Bayesian Mixer Meetup last Friday night at the Artillery Arms! We expected about 15 - 20 people to turn up, …

Using SVG graphics in blog posts

My traditional work flow for embedding R graphics into a blog post has been via a PNG files that I upload online. However, when I …

First Bayesian Mixer Meeting in London

There is a nice pub between Bunhill Fields and the Royal Statistical Society in London: The Artillery Arms. Clearly, the perfect place …

Flowing triangles

I have admired the work of the artist Bridget Riley for a long time. She is now in her eighties, but as it seems still very creative …

Formatting table output in R

Formatting data for output in a table can be a bit of a pain in R. The package formattable by Kun Ren and Kenton Russell provides some …

R in Insurance: Registration and abstract submission opened

Following the successful 3rd R in Insurance conference in Amsterdam last year, we return to London this year. The registration for the …

Next Kölner R User Meeting: Friday, 4 December 2015

The 16th Cologne R user group meeting is scheduled for this Friday, 4 December 2015 and we have great line up with three talks followed …

Notes from Warsaw R meetup

I had the great pleasure time to attend the Warsaw R meetup last Thursday. The organisers Olga Mierzwa and Przemyslaw Biecek had put …

Hierarchical Loss Reserving with Stan

I continue with the growth curve model for loss reserving from last week’s post. Today, following the ideas of James Guszcza [2] I will …

Loss Developments via Growth Curves and Stan

Last week I posted a biological example of fitting a non-linear growth curve with Stan/RStan. Today, I want to apply a similar approach …

Non-linear growth curves with Stan

I suppose the go to tool for fitting non-linear models in R is nls of the stats package. In this post I will show an alternative …

R in Insurance 2016

Following the successful 3rd R in Insurance conference in Amsterdam this year, we will return to London next year. We will be back at …

ChainLadder 0.2.2 is out with improved glmReserve function

We released version 0.2.2 of ChainLadder a few weeks ago. This version adds back the functionality to estimate the index parameter for …

Notes from the Kölner R meeting, 18 September 2015

Last Friday the Cologne R user group came together for the 15th time. Since its inception over three years ago the group evolved from a …

Next Kölner R User Meeting: Friday, 18 September 2015

The 15th Cologne R user group meeting is scheduled for this Friday, 18 September 2015 and we have a full agenda with three talks …

Bayesian regression models using Stan in R

It seems the summer is coming to end in London, so I shall take a final look at my ice cream data that I have been playing around with …

Visualising the predictive distribution of a log-transformed linear model

Last week I presented visualisations of theoretical distributions that predict ice cream sales statistics based on linear and …

Visualising theoretical distributions of GLMs

Two weeks ago I discussed various linear and generalised linear models in R using ice cream sales statistics. The data showed not …

Generalised Linear Models in R

Linear models are the bread and butter of statistics, but there is a lot more to it than taking a ruler and drawing a line through a …

Notes from the 3rd R in Insurance Conference

Photo: Arthur Charpentier The R in Insurance conference in Amsterdam was a sold out success! Congratulations to the organising …

MacBook Air battery replacement

After four years of daily use our MacBook Air informed us that it needed a battery replacement. That’s kind of nice to know, in …

ChainLadder 0.2.1 released

Over the weekend we released version 0.2.1 of the ChainLadder package for claims reserving on CRAN. New Features New function …

Adding mathematical notations to R plots

I have to admit that I find the plotmath expressions in R a little fiddly to annotate plots with mathematical notation. Apparently I am …

Notes from the Kölner R meeting, 26 June 2015

Last Friday the Cologne R user group came together for the 14th time. For the first time we met at Startplatz, a start-up incubator …

Next Kölner R User Meeting: Friday, 26 June 2015

The next Cologne R user group meeting is scheduled for this Friday, 6 June 2015 and we have an exciting agenda with two talks followed …

How to place titles in lattice plots

I like the Economist theme in the latticeExtra package. It produces nice looking charts that mimic the design of the weekly newspaper, …

Using system and web fonts in R plots

The forthcoming R Journal has an interesting article on the showtext package by Yixuan Qiu. The package allows me to use system and web …

Back from R/Finance in Chicago

I had a great time at the R/Finance conference in Chicago last Friday/Saturday. Some brief takeaways for me were: From Emanuel Derman’s …

Communicating Risk at the Bay Area R User Group

I will be speaking at the Bay Area User Group meeting tonight about Communicating Risk. Anthony Goldbloom from Kaggle and Karim Chine …

Posterior predictive output with Stan

I continue my Stan experiments with another insurance example. Here I am particular interested in the posterior predictive distribution …

Hello Stan!

In my previous post I discussed how Longley-Cook, an actuary at an insurance company in the 1950’s, used Bayesian reasoning to estimate …

Predicting events, when they haven't happened yet

Suppose you have to predict the probabilities of events which haven’t happened yet. How do you do this? Here is an example from the …

R in Insurance 2015 Conference Programme

The programme for the 3rd R in Insurance conference is on-line. The event will take place on 29 June 2015 at the University of …

Combining several lattice charts into one

Last week I mentioned the grid.arrange function of the gridExtra package that allows me to combine graphical grid objects onto one …

Plotting tables alsongside charts in R

Occasionally I’d like to plot a table alongside a chart in R, e.g. to present summary statistics of the graph itself. Thanks to the …

Test Driven Analysis

I mused over Test Driven Analysis on this blog before, but it was Richard Pugh’s talk on SAS to R Migration at LondonR last week that …

Interactive pivot tables with R

I love interactive pivot tables. That is the number one reason why I keep using spreadsheet software. The ability to look at data …

ChainLadder 0.2.0 adds Solvency II CDR functions

ChainLadder is an R package that provides statistical methods and models for claims reserving in general insurance. With version 0.2.0 …

R in Insurance: Abstract submission closes end of March

Hurry! The abstract submission deadline for the 3rd R in Insurance conference in Amsterdam, 29 June 2015 is approaching soon. You …

Notes from the Kölner R meeting, 6 March 2015

At last Friday’s Cologne R user group meeting we welcomed two Northerners from the left and right (or ‘right’ and ‘wrong’) side of the …

Next Kölner R User Meeting: Friday, 6 March 2015

The next Cologne R user group meeting is scheduled for this Friday, 6 March 2015 and we have an exciting agenda with two talks, …

Minimal examples help

The other day I got stuck working with a huge data set using data.table in R. It took me a little while to realise that I had to …

Reading Arduino data directly into R

I have experimented with reading an Arduino signal into R in the past, using Rserve and Processing. Actually, it is much easier. I can …

What have a physicist, an entrepreneur and an actor in common?

They all try to do something new and take the risk to be seen as a fool. Over the last few days I stumbled over three videos by a …

R in Insurance 2015: Registration Opened

The registration for the third conference on R in Insurance on Monday 29 June 2015 at the University of Amsterdam has opened. This …

googleVis version 0.5.8 released

We released googleVis version 0.5.8 on CRAN last week. The update is a maintenance release for the forthcoming release of R 3.2.0. …

Communicating Risk and Uncertainty

David Spiegelhalter gave a fascinating talk on Communicating Risk and Uncertainty to the Public & Policymakers at the Grantham …

Extended Kalman filter example in R

Last week’s post about the Kalman filter focused on the derivation of the algorithm. Today I will continue with the extended Kalman …

Kalman filter example visualised with R

At the last Cologne R user meeting Holger Zien gave a great introduction to dynamic linear models (dlm). One special case of a dlm is …

Notes from the Kölner R meeting, 12 December 2014

Last week’s Cologne R user group meeting was the best attended so far, and it was a remarkable event - I believe not a single line of R …

Next Kölner R User Meeting: Friday, 12 December 2014

The next Cologne R user group meeting is scheduled for this Friday, 12 December 2014. We have an exciting agenda with two talks on …

Measuring temperature with my Arduino

It is really getting colder in London - it is now about 5°C outside. The heating is on and I have got better at measuring the …

How cold is it? A Bayesian attempt to measure temperature

It is getting colder in London, yet it is still quite mild considering that it is late November. Well, indoors it still feels like 20°C …

First steps with ChainLadder: Import triangle from Excel into R

Taking the first step is often the hardest: getting data from Excel into R. Suppose you would like to use the ChainLadder package to …

Unknown pleasures

Have I missed unknown pleasures in Python by focusing on R? A comment on my blog post of last week suggested just that. Reason enough …

Phase plane analysis in R

The forthcoming R Journal has an interesting article about phaseR: An R Package for Phase Plane Analysis of Autonomous ODE Systems by …

It is the small data that matters the most

Everyone is talking about Big Data1, but it is the small data that is holding everything together. The small slowly changing reference …

Approximating the impact of inflation

The other day someone mentioned to me a rule of thumb that he was using to estimate the number of years \(n\) it would take for …

googleVis 0.5.6 released on CRAN

Version 0.5.6 of googleVis was released on CRAN over the weekend. This version fixes a bug in gvisMotionChart. Its arguments xvar, …

Visualising the seasonality of Atlantic windstorms

Last week Arthur Charpentier sketched out a Markov spatial process to generate hurricane trajectories. Here, I would like to take …

Running RStudio via Docker in the Cloud

Deploying applications via Docker container is the current talk of town. I have heard about Docker and played around with it a little, …

Managing R package dependencies

One of my take aways from last week’s EARL conference was that R is more and more growing out of its academic roots into the …

Notes from the Kölner R meeting, 12 September 2014

Last Friday we had guests from Belgium and the Netherlands joining us in Cologne. Maarten-Jan Kallen from BeDataDriven came from The …

Next Kölner R User Meeting: Friday, 12 September 2014

The next Cologne R user group meeting is scheduled for this Friday, 12 September 2014. We have a great agenda with international …

Zoom, zoom, googleVis

The Google Charts API is quite powerful and via googleVis you can access it from R. Here is an example that demonstrates how you can …

ChainLadder 0.1.8 released

Over the weekend we released version 0.1.8 of the ChainLadder package for claims reserving on CRAN. What is claims reserving? The …

googleVis 0.5.5 released

Earlier this week we released googleVis 0.5.5 on CRAN. The package provides an interface between R and Google Charts, allowing you to …

GrapheR: A GUI for base graphics in R

How did I miss the GrapheR package? The author, Maxime Hervé, published an article about the package [1] in the same issue of the R …

Thanks to R Markdown: Perhaps Word is an option after all?

In many cases Word is still the preferred file format for collaboration in the office. Yet, it is often a challenge to work with it, …

Hit and run. Think Bayes!

At the R in Insurance conference Arthur Charpentier gave a great keynote talk on Bayesian modelling in R. Bayes’ theorem on conditional …

Notes from the 2nd R in Insurance Conference

The 2nd R in Insurance conference took place last Monday, 14 July, at Cass Business School London. This one-day conference focused once …

Simple user interface in R to get login details

Occasionally I have to connect to services from R that ask for login details, such as databases. I don’t like to store my login details …

googleVis 0.5.3 released

Recently we released googleVis 0.5.3 on CRAN. The package provides an interface between R and Google Charts, allowing you to create …

Last chance to register for the R in Insurance conference

The registration for the 2nd R in Insurance conference at Cass Business School London will close this Friday, 4 July. The programme …

Generating and visualising multivariate random numbers in R

This post will present the wonderful pairs.panels function of the psych package [1] that I discovered recently to visualise …

Who will win the World Cup and which prediction model?

The World Cup has finally kicked off last Thursday and I have seen some fantastic games already. Perhaps the Netherlands appears to be …

The joy of joining data.tables

The example I present here is a little silly, yet it illustrates how to join tables with data.table in R. Mapping old data to new data …

Early bird registration for R in Insurance closes tomorrow

The early bird registration offer for the 2nd R in Insurance conference, 14 July 2014, at Cass Business School closes tomorrow. This …

Notes from the Kölner R meeting, 23 May 2014

The 10th Kölner R user meeting took place last Friday at the Institute of Sociology and to celebrate the anniversary we invited Andrie …

Next Kölner R User Meeting: Friday, 23 May 2014

The next Cologne R user group meeting is scheduled for this Friday, 23 May 2014. To celebrate our 10th meeting we welcome: Andrie de …

The Wiener takes it all? A review of the 2014 Eurovision results

Saturday’s Eurovision Song Contest (ESC) from Copenhagen was hilarious as usual with acts from all over Europe and some more or less …

Customising lines and points with googleVis

At the end of March Google released a new version of the Chart Tools API with new options for point shapes and line brushes. The …

R in Insurance 2014: Conference Programme & Abstracts

I am delighted to announce that the programme and abstracts for the second R in Insurance conference at Cass Business School in London, …

Notes from the Tokyo R User Group meeting, 17 April 2014

Last Thursday I had the pleasure to attend the Tokyo R user group meeting. And what a fun meeting it was! Over 40 R users had come …

googleVis 0.5.1 released on CRAN

GoogleVis 0.5.1 was released on CRAN yesterday. New Features New functions gvisSankey, gvisAnnotationChart, gvisHistogram, …

Annotation charts and histograms with googleVis

After my posts on timeline, Sankey and calendar charts, this will be the last to introduce new chart types of the developer version of …

Calendar charts with googleVis

My little series of posts about the new googleVis charts continues with calendar charts. Google’s calendar charts are still in beta, …

Sankey diagrams with googleVis

Sankey diagrams are great for visualising flows from one set of data values to another. Although named after Irish Captain Matthew …

Timeline charts with googleVis

Last year at the Google I/O conference Mitchell Foley presented new developments of the Google Chart Tools API and one of the new …

googleVis code development moved to GitHub

After nearly 4 years of developing googleVis on Google Code with SVN we decided to move to GitHub. The main reason was that Google …

Review: Kölner R Meeting 26 Feburary 2014

Last week’s Cologne R user group meeting was all about R and databases. We had three talks from a generic overview on how to connect R …

Next Kölner R User Meeting: 26 February 2014

The next Cologne R user group meeting is scheduled for tomorrow, 26 February 2014. We are delighted to welcome: Diego de Castillo: R …

R in Insurance 2014 Conference Poster

Here is the poster for the 2nd R in Insurance conference on Monday 14 July 2014 at Cass Business School in London: R in Insurance …

Adding labels within lattice panels by group

The other day I had data that showed the development of many products over time. I grouped the products into categories and visualised …

Registration for the 2014 'R in Insurance' conference has opened

The registration for the second conference on R in Insurance on Monday 14 July 2014 at Cass Business School in London has opened. This …

Control an LED with the Raspberry Pi and via the web

What a great little device the Raspberry Pi is! After my initial setup it is time to play around with the input and output pins. The …

Does sexual activity change with age?

Recently the Guardian’s Data Blog reported about the results from the third National Survey of Sexual Attitudes and Lifestyles in the …

Binomial testing with buttered toast

Rasmus’ post of last week on binomial testing made me think about p-values and testing again. In my head I was tossing coins, thinking …

Fun with the Raspberry Pi

Since Christmas I have been playing around with a Raspberry Pi. It is certainly not the fastest computer, but what a great little toy! …

How many more R-bloggers posts can I expect?

I noticed that the monthly number of posts on R-bloggers stopped increasing over the last year. Indeed, the last couple of months saw a …

Whale charts - Visualising customer profitability

The Christmas and New Year’s break is over, yet there is still time to return unwanted presents. Return to Santa was the title of an …

Review: Kölner R Meeting 13 December 2013

Last week’s Cologne R user group meeting was the best attended so far. Well, we had a great line up indeed. Matt Dowle came over from …

Next Kölner R User Meeting: 13 December 2013

Quick reminder: The next Cologne R user group meeting is scheduled for this Friday, 13 December 2013. We are delighted to welcome: …

R in Insurance Conference, London, 14 July 2014

Following the very positive feedback that Andreas and I have received from delegates of the first R in Insurance conference in July of …

Not only verbs but also believes can be conjugated

Following on from last week, where I presented a simple example of a Bayesian network with discrete probabilities to predict the number …

Predicting claims with a Bayesian network

Here is a little Bayesian Network to predict the claims for two different types of drivers over the next year, see also example 16.15 …

googleVis 0.4.7 with RStudio integration on CRAN

In my previous post, I presented a preview version of googleVis that provided an integration with RStudio’s Viewer pane (introduced …

Display googleVis charts within RStudio

The preview version 0.98.441 of RStudio introduced a new viewer pane to render local web content and with that it allows me to display …

High resolution graphics with R

For most purposes PDF or other vector graphic formats such as windows metafile and SVG work just fine. However, if I plot lots of …

Review: Kölner R Meeting 18 October 2013

The Cologne R user group met last Friday for two talks on split apply combine in R and XLConnect by Bernd Weiß and Günter Faes …

Next Kölner R User Meeting: 18 Oktober 2013

Quick reminder: The next Cologne R user group meeting is scheduled for this Friday, 18 October 2013. We will discuss and hear about the …

Why models need a certain culture to flourish

About half a year ago Ian Branagan, Chief Risk Officer of Renaissance Re - a Bermudian reinsurance company with a focus on property …

Creating a matrix from a long data.frame

There can never be too many examples for transforming data with R. So, here is another example of reshaping a data.frame into a matrix. …

Changing the width of bars and columns in googleVis

Changing the plotting width in bar-, column- and combo-charts of googleVis works identical and is defined by the bar.groupWidth …

Using planel.groups in lattice

Last Tuesday I attended the LondonR user group meeting, where Rich and Andy from Mango argued about the better package for multivariate …

ave and the "[" function in R

The ave function in R is one of those little helper function I feel I should be using more. Investigating its source code showed me …

Doughnut chart in R with googleVis

The guys at Google continue to update and enhance the Chart Tools API. One new recent feature is a pie chart with a hole, or as some …

googleVis 0.4.4 released with new formatting options for tables

Over the weekend googleVis 0.4.4 found its way to CRAN. The function gvisTable gained a new argument formats that allow users to define …

ChainLadder 0.1.6 released with chain-ladder factor models

Version 0.1.6 of the ChainLadder package has been released and is already available from CRAN. The new version adds the function …

Installing a SSD drive into a mid-2007 iMac

I have a mid-2007 iMac with a 2.4 GHz Core2Duo processor and despite the fact that it is already six years old, it still does a good …

Setting axes limits with googleVis

I posted about the various googleVis axis options for base charts, such as line, bar and area charts earlier, but I somehow forgot to …

R in Insurance: Presentations are online

The programme and the presentation files of the first R in Insurance conference have been published on GitHub. Front slides of …

Review: Kölner R Meeting 19 July 2013

Despite the hot weather and the beginning of the school holiday season in North Rhine Westphalia the Cologne R user group met yet again …

Quick review: R in Insurance Conference

Yesterday the first R in Insurance conference took place at Cass Business School in London. I think the event went really well, but as …

There is definitely R in July

The useR!2013 conference in Albacete, Spain, will commence next Wednesday, 10 July, and on the day before Diego and I will give a …

Talking data: Building interactive relationships with data and colleagues

Last week I had the honour to give the opening keynote talk at the Talking Data South West conference, organised by the Exeter …

googleVis 0.4.3 released with improved Geocharts

The Google Charts Tools provide two kinds of heat map charts for geographical data, the Flash based Geomap and the HTML5/SVG based …

R package development

Building R packages is not particular hard, but it can be a bit of a daunting endeavour at the beginning, particularly if you are more …

Interactive slides with googleVis on shiny

Following on from last week’s post, here are my slides on using googleVis on shiny from the Advanced R workshop at Lancaster …

Interactive presentation with slidify and googleVis

Last week I was invited to give an introduction to googleVis at Lancaster University. This time I decided to use the R package slidify …

Don't be misguided by the beauty of mathematics, if the data tells you otherwise

I was trained as a mathematician and it was only last year, when I attended the Royal Statistical Society conference and met many …

Claims Inflation - a known unknown

Over the last year I worked with two colleagues of mine on the subject of inflation and claims inflation in particular. I didn’t expect …

R in Insurance: Programme and Abstracts published

I am delighted to announce that the programme and abstracts for the first R in Insurance conference at Cass Business School in London, …

How to change the alpha value of colours in R

Often I like to reduce the alpha value (level of transparency) of colours to identify patterns of over-plotting when displaying lots of …

Review: Kölner R Meeting 12 April 2013

Our 5th Cologne R user group meeting was the best attended meeting so far, with 20 members finding their way to the Institute of …

Test Driven Analysis?

At the last LondonR meeting Francine Bennett from Mastodon C shared some of her experience and findings from an analysis of a large …

How to set axis options in googleVis

Setting axis options in googleVis charts can be a bit tricky. Here I present two examples where I set several options to customise the …

Next Kölner R User Meeting: 12 April 2013

Quick reminder: The next Cologne R user group meeting is scheduled for this Friday, 12 April 2013. We will discuss cluster analysis and …

Top 10 tips to get started with R

Be motivated. R has a steep learning curve. Find a problem you can’t solve otherwise. E.g. plotting multivariate data, a statistical …

ChainLadder 0.1.5-6 released on CRAN

Last week we released version 0.1.5-6 of the ChainLadder package on CRAN. The ChainLadder package provides statistical models, which …

Submit a talk for the first R in Insurance conference

The registration for the first R in Insurance is open and there is still time to submit a talk / lightning talk. The …

googleVis 0.4.2 with support for shiny released on CRAN

The new version of googleVis 0.4.2 is now available via CRAN. Many thanks to all who provided feedback on version 0.4.0 and …

How to use optim in R

A friend of mine asked me the other day how she could use the function optim in R to fit data. Of course, there are built-in functions …

Create an R package from a single R file with roxyPackage

Documenting code can be a bit of a pain. Yet, the older (and wiser?) I get, the more I realise how important it is. When I was younger …

First steps of using googleVis on shiny

The guys at RStudio have done a fantastic job with shiny. It is really easy to build web apps with R using shiny. With the help of Joe …

Registration for 'R in Insurance' conference has opened

The registration for the first conference on R in Insurance on Monday 15 July 2013 at Cass Business School in London has opened. The …

Review: Kölner R Meeting 6 February 2013

The fourth Cologne R user meeting took place last Wednesday at the Institute of Sociology. Thanks to Bernd Weiß for hosting the event …

Next Kölner R User Meeting: 6 February 2013

Quick reminder: The next Cologne R user group meeting is scheduled for tomorrow, 6 February 2013. All details and the agenda are …

Follow the ants to richness

A friend of mine told me the secret of making money at the stock market. “It’s easy”, he said. All I would have to do is to buy a big …

Reserving based on log-incremental payments in R, part III

This is the third post about Christofides’ paper on Regression models based on log-incremental payments [1]. The first post covered the …

Reserving based on log-incremental payments in R, part II

Following on from last week’s post I will continue to go through the paper Regression models based on log-incremental payments by …

Reserving based on log-incremental payments in R, part I

A recent post on the PirateGrunt blog on claims reserving inspired me to look into the paper Regression models based on log-incremental …

Clone all your gists locally with R

I really like gists as a quick way to include more lengthly code snippets into my blog posts. However, I am not a git user as such, and …

R in Insurance Conference, London, 15 July 2013

The first conference on R in Insurance will be held on Monday 15 July 2013 at Cass Business School in London, UK. The intended audience …

Now I see it! K-means cluster analysis in R

Of course, a picture on a computer monitor is a coloured plot of x and y coordinates or pixels. Still, I was smitten by David Sparks’ …

Comparing regions: maps, cartograms and tree maps

Last week I attended a seminar where a talk was given about the economic opportunities in the SAAAME (South-America, Asia, Africa and …

Changing colours and legends in lattice plots

Lattice plots are a great way of displaying multivariate data in R. Deepayan Sarkar, the author of lattice, has written a fantastic …

Data.table rocks! Data manipulation the fast way in R

I really should make it a habit of using data.table. The speed and simplicity of this R package are astonishing. Here is a simple …

Claims reserving in R: ChainLadder 0.1.5-4 released

Last week we released version 0.1.5-4 of the ChainLadder package on CRAN. The R package provides methods which are typically used in …

Simulating neurons or how to solve delay differential equations in R

I discussed earlier how the action potential of a neuron can be modelled via the Hodgkin-Huxely equations. Here I will present a simple …

Time for an old classic game: Moon-buggy

I discovered an old classic game of mine again: Moon-buggy by Jochen Voss, based on the even older Moon Patrol, which celebrates its …

googleVis 0.3.3 is released and on its way to CRAN

I am very grateful to all who provided feedback over the last two weeks and tested the previous versions 0.3.1 and 0.3.2, which were …

googleVis 0.3.2 is released: Better integration with knitr

After last week’s kerfuffle I hope the roll out of googleVis version 0.3.2 will be smooth. To test the water I release this version …

googleVis 0.3.0/0.3.1 is released: It's faster!

Version 0.3.0 of the googleVis package for R has been released on CRAN on 20 October 2012. With this version we have been able to speed …

From guts to data driven decision making

Source: Wikipedia, License: CC0 There is a wonderful cartoon by Loriot, a German humorist (1923 - 2011), about a couple sitting at …

Review: Kölner R Meeting 5 October 2012

The third Cologne R user meeting took place last Friday, 5 October 2012, at the Institute of Sociology. The evening was sponsored by …

Connecting the real world to R with an Arduino

If connecting data to the real world is the next sexy job, then how do I do this? And how do I connect the real world to R? It can be …

Next Kölner R User Meeting: 5 October 2012

The next Cologne R user group meeting is scheduled for 5 October 2012. All details and the agenda are available on the KölnRUG Meetup …

Using R in Insurance, Presentation at GIRO 2012

Every year the UK’s general insurance actuarial community organises a big conference, which they call GIRO, short for General Insurance …

Connecting data to the real world - The next sexy job?

At last week’s Royal Statistical Society (RSS) conference Hal Varian, Chief Economist at Google, gave a panel talk about ‘Statistics at …

Interactive web graphs with R - Overview and googleVis tutorial

Today I feel very lucky, as I have been invited to the Royal Statistical Society conference to give a tutorial on interactive web …

Are career motivations changing?

The German news magazine Der Spiegel published a series of articles [1, 2] around career developments. The stories suggest that career …

Sigma motion visual illusion in R

Michael Bach, who is a professor and vision scientist at the University of Freiburg, maintains a fascinating site about visual …

googleVis 0.2.17 is released: Displaying earth quake data

The next version of the googleVis package has been released on the project site and CRAN. This version provides updates to the package …

London Olympics 100m men's sprint results

The 100m mean’s sprint finals of the 2012 London Olympics are over and Usain Bolt won the gold medal again with a winning time of …

Rook rocks! Example with googleVis

What is Rook? Rook is a web server interface for R, written by Jeffrey Horner, the author of rApache and brew. But unlike other web …

London Olympics and a prediction for the 100m final

It is less than a week before the 2012 Olympic games will start in London. No surprise therefore that the papers are all over it, …

Bridget Riley exhibition in London

The other day I saw a fantastic exhibition of work by Bridget Riley. Karsten Schubert, who is Riley’s main agent, has a some of her …

Review: Kölner R Meeting 6 July 2012

The second Cologne R user meeting took place last Friday, 6 July 2012, at the Institute of Sociology. Thanks to Bernd Weiß, who …

Applying a function successively in R

At the R in Finance conference Paul Teetor gave a fantastic talk about Fast(er) R Code. Paul mentioned the common higher-order function …

Reminder: Next Kölner R User Meeting 6 July 2012

This post is a quick reminder that the next Cologne R user group meeting is only one week away. We will meet on 6 July 2012. The …

Hodgkin-Huxley model in R

One of the great research papers of the 20th century celebrates its 60th anniversary in a few weeks time: A quantitative description of …

Dynamical systems in R with simecol

This evening I will talk about Dynamical systems in R with simecol at the LondonR meeting. Thanks to the work by Thomas Petzoldt, …

Transforming subsets of data in R with by, ddply and data.table

Transforming data sets with R is usually the starting point of my data analysis work. Here is a scenario which comes up from time to …

UK house prices visualised with googleVis-0.2.16

A new version of googleVis has been released on CRAN and the project site. Version 0.2.16 adds the functionality to plot quarterly and …

Interactive HTML presentation with R, googleVis, knitr, pandoc and slidy

Tonight I will give a talk at the Cambridge R user group about googleVis. Following my good experience with knitr and RStudio to create …

End User Computing and why R can help meeting Solvency II

John D. Cook gave a great talk about ‘Why and how people use R’. The talk resonated with me and highlighted why R is such a great tool …

Interactive reports in R with knitr and RStudio

Last Saturday I met the guys from RStudio at the R in Finance conference in Chicago. I was curious to find out what RStudio could …

Waterfall charts in style of The Economist with R

Waterfall charts are sometimes quite helpful to illustrate the various moving parts in financial data, particularly when I have …

Installing R packages without admin rights on MS Windows

Office building in Brüssel. Photo Markus Gesmann It is not unusual that you will not have admin rights in an IT controlled office …

From the Guardian's data blog: Visualising risk

The Guardian published a nice summary and link collection of an interdisciplinary visualisation workshop hosted by Microsoft dedicated …

Sweeping through data in R

How do you apply one particular row of your data to all other rows? Today I came across a data set which showed the revenue split by …

Review: Kölner R Meeting 30 March 2012

The first Kölner R user meeting was great fun. About 20 useRs had turned up to exchange their ideas, questions and experience with R. …

Copy and paste small data sets into R

How can I embed a small data set into my R code? That was the question I came across today, when I prepared my talk about Dynamical …

Logistic map: Feigenbaum diagram in R

The other day I found some old basic code I had written about 15 years ago on a Mac Classic II to plot the Feigenbaum diagram for the …

Changes in life expectancy animated with geo charts

The data of the World Bank is absolutely amazing. I had said this before, but their updated iPhone App gives me a reason to return to …

German train monitor provides access to train delay data

The German newspaper Süddeutsche Zeitung (SZ) worked together with OpenDataCity to create an online train monitor of the German …

googleVis 0.2.15 is released: Improved geo and bubble charts

The guys behind the Google Visualisation API don’t seem to rest. On 22 February 2012 they released an update of their API. Google added …

Kölner R User Meeting 30 March 2012

Am 30. März 2012 möchte ich gerne das erste Kölner R Benutzer Treffen organisieren. Ich habe an den Treffen in London in den vergangen …

Show me the data! Or how to digitize plots

I had mentioned the Guardian’s data blog and the need for more data journalism earlier here. What I really like about the Guardian’s …

Big data seminar in London on 1 March 2012

David Chan from City University is organising an interdisciplinary symposium on tackling the ‘Big Data’ challenge on 1 March 2012. It …

Reshaping the IT world

During my university time I worked on the IT help desk for a while. One day I received a call from a professor, who said that his …

The reshape function

The other day I wrote about the R functions by, apply and friends, which allow me to operate on subsets of data. All those functions …

googleVis 0.2.14 is released

Version 0.2.14 of the googleVis package was released on CRAN today. Changes The help files have been checked against changes of the …

R is the easiest language to speak badly

I am amazed by the number of comments I received on my recent blog entry about “by”, “apply” and friends. I had started my post by …

Say it in R with "by", "apply" and friends

R is a language, as Luis Apiolaza pointed out in his recent post. This is absolutely true, and learning a programming language is not …

Credit rating by country

The financial crisis has put a lot of pressure on countries’ long-term foreign currency credit ratings, with France recently being …

Managing change

Why the old and the new need to share time together It takes time to appreciate the new. Even if the new is much better than the old. …

Feedback from vignette survey

Many thanks to all who participated in the survey about writing R package vignettes. Following my post last Thursday the responses …

Survey: Writing package vignette

I am currently co-writing the vignette for the ChainLadder package and wonder what I should be focusing on. I have co-written the …

Is R turning into an operating system?

Over the years I convinced my colleagues and IT guys that LaTeX/XeLaTeX is the way forward to produce lots of customer reports with …

googleVis 0.2.13: new stepped area chart and improved geo charts

On 7th December Google published a new version of their Visualisation API. The new version adds a new chart type: Stepped Area Chart …

Data is the new gold

We need more data journalism. How else will we find the nuggets of data and information worth reading? Life should become easier for …

LondonR, 6 December 2011

The London R user group met again last Wednesday at the Shooting Star pub. And it was busy. More than 80 people had turned up. Was it …

Fitting distributions with R

Fitting distribution with R is something I have to do once in a while, but where do I start? A good starting point to learn more about …

Interactive presentations with deck.js

Data analysis is often an iterative and interactive process. However, when I present about this subject, I feel often limited by the …

Stochastic reserving with R: ChainLadder 0.1.5-1 released

Today we published version 0.1.5-1 of the ChainLadder package for R. It provides methods which are typically used in insurance claims …

Installing R 2.14.0 on an iBook G4 running Mac OS 10.4.11

My 12" iBook G4 is celebrating its 8th birthday today! Time for a little present. How about R 2.14.0? The iBook is still in daily …

Using Sweave with XeLaTeX

Using R with LaTeX via Sweave is a great way to create reproducible output. However, using specific fonts, e.g. your corporate fonts, …

R related books: Traditional vs online publishing

How many R related books have been published so far? Who is the most popular publisher? How many other manuals, tutorials and books …

Setting the initial view of a motion chart in R

Following on from my article about accessing and plotting World Bank data with R I want to talk about how to change the initial view of …

Accessing and plotting World Bank data with R

Over the past couple of days I played around with the data sets of the World Bank, and I have to admit that I am blown away by it. It …

Including googleVis output in a blogger post

It seems that you cannot include Google Visualisation Charts into a blog post directly. So, I tried to include the output of a …

LondonR, 7 September 2011

On 7 September 2011 I attended the London R user group meeting. It was a very good turn out with about 50 attendees at the Shooting …

googleVis 0.2.9

Today we published googleVis 0.2.9 on CRAN. The new version updates the package for the new features of the Google Visualisation API …