Blog Archives

Next Kölner R User Meeting: 6 February 2013

February 5, 2013
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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 available on the KölnRUG Meetup site. Please sign up if you would like to come along. Notes from the last Cologne R user group meeting are available here. Thanks also to...

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Follow the ants to richness

January 29, 2013
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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 jar of ants. Then I should observe the ants movement on my kitchen table, while following the stock market. I shall keep the ants which walk in line with...

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

January 22, 2013
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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 . The first post covered the fundamentals of Christofides' reserving model in sections A - F, the second focused on a more realistic example and model reduction of sections G - K. Today's post will wrap up the paper with sections...

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

January 15, 2013
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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 Stavros Christofides . In the previous post I introduced the model from the first 15 pages up to section F. Today I will progress with sections G to K which illustrate the model with a...

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

January 8, 2013
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A recent post on the PirateGrunt blog on claims reserving inspired me to look into the paper Regression models based on log-incremental payments by Stavros Christofides , published as part of the Claims Reserving Manual (Version 2) of the Institute of Actuaries.The paper is available together with a spread sheet model, illustrating the calculations. It...

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Clone all your gists locally with R

January 2, 2013
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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 so I was quite concerned when I noticed that all my gists on this blog had vanished after Christmas. I suppose this was a result of Github's downtime...

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R in Insurance Conference, London, 15 July 2013

December 19, 2012
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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 of the conference includes both academics and practitioners who are active or interested in the applications of R in insurance.This one-day conference will focus on applications in insurance...

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

December 17, 2012
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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' posts on is.r(), where he shows how easy it is to read images into R to analyse them. In two posts , he replicates functionality of image manipulation...

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Comparing regions: maps, cartograms and tree maps

December 11, 2012
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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 Middle East) regions. Of course a map was shown with those regions highlighted. The map was not that disimilar to the one below. library(RColorBrewer)library(rworldmap)data(countryExData)par(mai=c(0,0,0.2,0),xaxs="i",yaxs="i")mapByRegion( countryExData, ...

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Changing colours and legends in lattice plots

December 4, 2012
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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 book about Multivariate Data Visualization with R . However, I often have to refer back to the help pages to remind myself how to set and change the legend and how to ensure that...

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