Posts

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

The abstract submission deadline for the Insurance Data Science conference at Cass Business School on 16 July 2018 is closing soon. You …

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

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 …

Notes from 4th Bayesian Mixer Meetup

Last Tuesday we got together for the 4th Bayesian Mixer Meetup. Product Madnesskindly 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 Groupa training programme on …

googleVis 0.6.1 on CRAN

We released googleVisversion 0.6.1 on CRANlast 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 usergroup 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 …

Early bird registration for R in Insurance closes 30 May

Agenda [09:00 - 10:00] Keynote 1: (New) Challenges in Actuarial Science (Mario Wüthrich, RiskLab ETH Zurich) [10:00 - 11:00] Session …

R in Insurance 2016 Programme

Agenda [09:00 - 10:00] Keynote 1: (New) Challenges in Actuarial Science (Mario Wüthrich, RiskLab ETH Zurich) [10:00 - 11:00] Session …

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 serviceI 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 Millossovichand Andreas …

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 groupmeeting 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 Meetuplast 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 formattableby Kun Ren and Kenton Russell provides some …

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 Mierzwaand Przemyslaw Biecekhad 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 curvewith 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 nlsof the statspackage. In this post I will show an alternative approach …

R in Insurance 2016

ChainLadder 0.2.2 is out with improved glmReserve function

We released version 0.2.2 of ChainLaddera 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 weekI 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 Rusing 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 …

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 ChainLadderpackage for claims reserving on CRAN. New FeaturesNew function …

Adding mathematical notations to R plots

I have to admit that I find the plotmathexpressions 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 latticeExtrapackage. It produces nice looking charts that mimic the design of the weekly newspaper, …

Using system and web fonts in R plots

The forthcoming R Journalhas an interesting articleon the showtextpackage 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/Financeconference in Chicago last Friday/Saturday. Some brief takeaways for me were:From Emanuel …

Posterior predictive output with Stan

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

Hello Stan!

In my previous postI 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 …

Combining several lattice charts into one

Last week I mentioned the grid.arrangefunction of the gridExtrapackage that allows me to combine graphical grid objects onto one page. …

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 Analysison this blog before, but it was Richard Pugh's talk on SAS to R Migrationat LondonRlast 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

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

R in Insurance: Abstract submission closes end of March

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

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') …

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.tablein R. It took me a little while to realise that I had to produce …

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 registrationfor the third conference on R in Insurance on Monday 29 June 2015at the University of Amsterdamhas opened. This one-day …

googleVis version 0.5.8 released

We released googleVisversion 0.5.8 on CRANlast week. The update is a maintenance release for the forthcoming release of R 3.2.0. Screen …

Communicating Risk and Uncertainty

David Spiegelhaltergave a fascinating talk on Communicating Risk and Uncertainty to the Public & Policymakersat the Grantham …

Extended Kalman filter example in R

Last week's post about the Kalman filterfocused 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 meetingHolger Zien gave a great introduction to dynamic linear models(dlm). One special case of a dlm is the …

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 Julia …

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 ChainLadderpackage 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 Systemsby …

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 inflation …

Visualising the seasonality of Atlantic windstorms

Last week Arthur Charpentiersketched 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 Dockerand played around with it a little, …

Managing R package dependencies

One of my take aways from last week's EARL conferencewas that Ris more and more growing out of its academic roots into the enterprise. …

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 BeDataDrivencame 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 ChainLadderpackage for claims reserving on CRAN. What is claims reserving?The …

googleVis 0.5.5 released

Earlier this week we released googleVis0.5.5 on CRAN. The package provides an interface between Rand Google Charts, allowing you to …

GrapheR: A GUI for base graphics in R

How did I miss the GrapheRpackage? 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 conferenceArthur Charpentiergave a great keynote talk on Bayesian modelling in R. Bayes’ theorem on …

Notes from the 2nd R in Insurance Conference

The 2nd R in Insurance conference took place last Monday, 14 July, at Cass Business SchoolLondon. 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 googleVis0.5.3 on CRAN. The package provides an interface between Rand Google Charts, allowing you to create …

Last chance to register for the R in Insurance conference

9:00 - 10:00 Opening keynote: Montserrat Guillen and Leo Guelman: New trends in predictive modelling - the uplift models success story …

Generating and visualising multivariate random numbers in R

This post will present the wonderful pairs.panelsfunction of the psychpackage [1]that I discovered recently to visualise multivariate …

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.tablein R. Mapping old data to new …

Early bird registration for R in Insurance closes tomorrow

The early bird registrationoffer for the 2nd R in Insuranceconference, 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 versionof the Chart Tools API with new options for point shapesand 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 Insuranceconference 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 groupmeeting. 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 CRANyesterday. New FeaturesNew functions gvisSankey, gvisAnnotationChart, gvisHistogram,gvisCalendarand …

Annotation charts and histograms with googleVis

After my posts on timeline, Sankeyand calendarcharts, 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 googleVischarts continues with calendar charts. Google's calendar chartsare still in beta, but …

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/Oconference Mitchell Foley presented new developments of the Google Chart Tools APIand one of the new …

googleVis code development moved to GitHub

After nearly 4 years of developing googleVison Google Codewith 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 and …

R in Insurance 2014 Conference Poster

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

Control an LED with the Raspberry Pi and via the web

What a great little device the Raspberry Pi is! After my initial setupit 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 Lifestylesin the …

Binomial testing with buttered toast

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

Fun with the Raspberry Pi

How many more R-bloggers posts can I expect?

I noticed that the monthly number of posts on R-bloggersstopped 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 Santawas 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:Matt …

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 probabilitiesto 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 googleVisthat provided an integration with RStudio'sViewer pane(introduced with …

Display googleVis charts within RStudio

The preview version 0.98.441 of RStudio introduced a new viewer paneto 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 Rand XLConnectby Bernd Weiß and Günter Faes …

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.frameinto a …

Changing the width of bars and columns in googleVis

Changing the plotting width in bar-, column- and combo-charts of googleVisworks identical and is defined by the bar.groupWidthargument. …

Using planel.groups in lattice

Last Tuesday I attended the LondonRuser group meeting, where Rich and Andy from Mangoargued about the better package for multivariate …

ave and the "[" function in R

The avefunction 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 chartwith a hole, or as some …

ChainLadder 0.1.6 released with chain-ladder factor models

Version 0.1.6 of the ChainLadderpackage 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 iMacwith 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 googleVisaxis 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 Insuranceconference have been published on GitHub.Front slides of the …

Review: Kölner R Meeting 19 July 2013

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

Quick review: R in Insurance Conference

Yesterday the first R in Insuranceconference took place at Cass Business Schoolin London. I think the event went really well, but as a …

There is definitely R in July

The useR!2013conference 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 talkat the Talking Data South Westconference, organised by the Exeter Initiative …

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 Geomapand 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 googleVison shinyfrom the Advanced R workshopat Lancaster University, …

Interactive presentation with slidify and googleVis

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

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 conferenceand 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 Insuranceconference 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 LondonRmeeting Francine Bennett from Mastodon Cshared some of her experience and findingsfrom an analysis of a large …

How to set axis options in googleVis

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

ChainLadder 0.1.5-6 released on CRAN

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

Submit a talk for the first R in Insurance conference

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

googleVis 0.4.2 with support for shiny released on CRAN

The new version of googleVis0.4.2 is now available via CRAN. Many thanks to all who provided feedback on version 0.4.0and particularly …

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 RStudiohave done a fantastic job with shiny. It is really easy to build web apps with Rusing shiny. With the help of Joe …

Registration for 'R in Insurance' conference has opened

The registration for the first conference on R in Insuranceon 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 meetingtook place last Wednesday at the Institute of Sociology. Thanks to Bernd Weißfor hosting the event and …

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 …

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 postcovered …

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

Following on from last week's postI will continue to go through the paper Regression models based on log-incremental paymentsby Stavros …

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

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

Clone all your gists locally with R

I really like gistsas 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 Insurancewill be held on Monday 15 July 2013 at Cass Business Schoolin 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 givenabout the economic opportunities in the SAAAME (South-America, Asia, Africa and …

Changing colours and legends in lattice plots

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

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 Rpackage 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 ChainLadderpackageon 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 …

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 0.3.1and 0.3.2, which were not …

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

Version 0.3.0 of the googleVispackage for Rhas been released on CRAN on 20 October 2012. With this version we have been able to speed …

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 …

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 …

Interactive web graphs with R - Overview and googleVis tutorial

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

Are career motivations changing?

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 …

Bridget Riley exhibition in London

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 simecolat the LondonRmeeting. Thanks to the work by Thomas Petzoldt, Karsten …

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 googleVishas been released on CRANand 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 groupabout googleVis. Following my good experiencewith knitrand RStudioto create …

Interactive reports in R with knitr and RStudio

Last Saturday I met the guys from RStudioat the R in Financeconference in Chicago. I was curious to find out what RStudio could offer. …

Installing R packages without admin rights on MS Windows

It is not unusual that you will not have admin rights in an IT controlled office environment. But then again the limitations set by the …

From the Guardian's data blog: Visualising risk

The Guardianpublished a nice summary and link collection of an interdisciplinary visualisation workshophosted by Microsoft dedicated to …

Sweeping through data in R

Show me the data! Or how to digitize plots

I had mentioned the Guardian's data blogand 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 Chanfrom City University is organising an interdisciplinary symposium on tackling the ‘Big Data’ challengeon 1 March 2012.It is …

Reshaping the IT world

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

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 …

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 …

Managing change

Feedback from vignette survey

Survey: Writing package vignette

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

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 Ruser 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 ChainLadderpackage 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 G4is 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 RI 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 …