I released R package elliplot version 1.1.0. This package contains ellipseplot and midpoints. It is to visualize a correlation between 2 sets of independent observation with common factors. Details are … Continue reading →

While I was working on a smoothing function, I came across the EMA (exponential moving average) which basically applies exponentially-decreasing weights to older observations. This is commonly used in finance, and can offer some protection against lags in trend movements. As I was looking to combine this moving average with a volume-weighted version, or simply

MRMR version 0.1.3 is now available on CRAN. This is (almost) the same version that was discussed at the CLRS two weeks ago. MRMR – Multivariate Regression Models for Reserving- is a tool for non-life actuaries to estimate liability reserves. The emphasis is on exploratory data analysis, visualization and model diagnostics. At present, the framework

Statistical forecasting is a critical component of every modern business, and Rob J Hyndman, Professor of Statistics at Monash University, is an expert in the field. He's the co-author of several books on forecasting, including Forecasting: Principles and Practice, a free on-line book that provides a comprehensive introduction to forecasting methods. You can implement all of the methods in...

In the followings you could hopefully read an enjoyable summary about my summer. Instead of going out regularly, like in the years before, I spent the majority of my time on R package-development. Before that change obviously there were some previous signs which showed me, life is not what it was before. I don't want to land on a...

A short post to get back – for my nonlife insurance course – on the interpretation of the output of a regression when there is a categorical covariate. Consider the following dataset > db = read.table("http://freakonometrics.free.fr/db.txt",header=TRUE,sep=";") > tail(db) Y X1 X2 X3 995 1 4.801836 20.82947 A 996 1 9.867854 24.39920 C 997 1 5.390730 21.25119 D 998 1...

Sometimes you might have several data files and want to use R to perform the same function across all of them. Or maybe you have multiple files and want to systematically combine them into one file without having to open each file and manually copy the...