Blog Archives

Generalised Linear Models in R

August 4, 2015
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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 couple of points.Some time ago Rasmus Bååth published an insightful blog article about how such models could be described from a distribution centric point of view, instead of...

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Notes from the 3rd R in Insurance Conference

July 28, 2015
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Notes from the 3rd R in Insurance Conference

Photo: Arthur CharpentierThe R in Insurance conference in Amsterdam was a sold out success! Congratulations to the organising committee at the University of Amsterdam, and many thanks to our sponsors:Milliman, RStudio, CYBAEA, Deloitte, a.s.r., Triple ...

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ChainLadder 0.2.1 released

July 14, 2015
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ChainLadder 0.2.1 released

Over the weekend we released version 0.2.1 of the ChainLadder package for claims reserving on CRAN. New FeaturesNew function PaidIncurredChain by Fabio Concina, based on the 2010 Merz & Wüthrich paper Paid-incurred chain claims reserving methodFunctions plot.MackChainLadder and plot.BootChainLadder gained new argument which, allowing users to specify which sub-plot to display. Thanks to Christophe...

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Adding mathematical notations to R plots

July 6, 2015
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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 not the only one, but Stefano Meschiari did actually something about it. A few days ago his package latex2exp appear...

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Notes from the Kölner R meeting, 26 June 2015

June 30, 2015
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Notes from the Kölner R meeting, 26 June 2015

Last Friday the Cologne R user group came together for the 14th time, and for the first time we met at Startplatz, a start-up incubator venue. The venue was excellent, not only did they provide us with a much larger room, but also with the whole infrastructure, including table-football and drinks. Many thanks to Kirill for organising all...

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Next Kölner R User Meeting: Friday, 26 June 2015

June 22, 2015
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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 by networking drinks. Data Science at the Commandline (Kirill Pomogajko)An Introduction to RStan and the Stan Modelling Language (Paul Viefers)Please note: Our venue changed! We have outgrown the seminar room...

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How to place titles in lattice plots

June 16, 2015
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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, such as in this example:For some time I wondered how I could put the title of my lattice plots into the top left corner as well (by default titles are centred). Reviewing...

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Using system and web fonts in R plots

June 9, 2015
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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 fonts directly in R plots, reminding me a little of the approach taken by XeLaTeX. But "unlike other methods to embe...

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Back from R/Finance in Chicago

June 2, 2015
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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 talk: It is is important to distinguish between theories and models. Theories live in an abstract world and for a giv...

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Communicating Risk at the Bay Area R User Group

May 26, 2015
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I will be speaking at the Bay Area User Group meeting tonight about Communicating Risk. Anthony Goldbloom from Kaggle and Karim Chine from ElasticR will be there as well. The meeting will be at Microsoft in Mountain View.Later this week I will give a s...

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