Blog Archives

Minimal examples help

February 24, 2015
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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 produce a minimal reproducible example to actually understand why I got stuck in the first place. I know, this is the mantra I should follow before I reach out...

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Reading Arduino data directly into R

February 17, 2015
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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 read the output of my Arduino directly into R with the scan function. Here is my temperature sensor example again:And all it needs to read the signal into the R...

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R in Insurance 2015: Registration Opened

February 3, 2015
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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 one-day conference will focus again on applications in insurance and actuarial science that use R, the lingua franca for ...

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googleVis version 0.5.8 released

January 27, 2015
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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. Screen shot of some of the Google ChartsNew to googleVis? The package provides an interface between R and the Google Char...

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Extended Kalman filter example in R

January 13, 2015
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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 filter (EKF) that can deal also with nonlinearities. According to Wikipedia the EKF has been considered the de facto standard in the theory of nonlinear state estimation, navigation systems and GPS.Kalman filterI had the following...

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Kalman filter example visualised with R

January 6, 2015
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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 the Kalman filter, which I will discuss in this post in more detail. I kind of used it earlier when I measured the temperature in my room. Over the last...

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Notes from the Kölner R meeting, 12 December 2014

December 16, 2014
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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 code was shown. Still, it was an R user group meeting with two excellent talks, and you will understand shortly why not much R code needed to be displayed.Introduction to Julia...

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Next Kölner R User Meeting: Friday, 12 December 2014

December 9, 2014
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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 and Dynamic Linear Models:Introduction to Julia for R Users Hans Werner BorchersJulia is a high-performance dynamic programming language for scientific computing, with a syntax that is familiar to users of other technical...

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How cold is it? A Bayesian attempt to measure temperature

November 25, 2014
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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 (68°F) to me, but I have been told last week that I should switch on the heating. Luckily I found an old thermometer to check. The thermometer showed 18°C. Is it really below 20°C?...

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First steps with ChainLadder: Import triangle from Excel into R

November 18, 2014
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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 forecast future claims payments for a run-off triangle that you have stored in Excel. How do you get the triangle into R and execute a reserving function, such as MackChainLadder?Well, there are...

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