Blog Archives

Bayesian regression models using Stan in R

September 1, 2015
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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 to predict sales statistics based on temperature for the last couple of weeks , , .Here I will use the new brms (GitHub, CRAN) package...

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Visualising the predictive distribution of a log-transformed linear model

August 25, 2015
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Visualising the predictive distribution of a log-transformed linear model

Last week I presented visualisations of theoretical distributions that predict ice cream sales statistics based on linear and generalised linear models, which I introduced in an earlier post.Theoretical distributionsToday I will take a closer look at t...

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Visualising theoretical distributions of GLMs

August 18, 2015
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Visualising theoretical distributions of GLMs

Two weeks ago I discussed various linear and generalised linear models in R using ice cream sales statistics. The data showed not surprisingly that more ice cream was sold at higher temperatures.icecream temp=c(11.9, 14.2, 15.2, 16.4, 17.2, 18.1, 18.5, 19.4, 22.1, 22.6, 23.4, 25.1), units=c(185L, 215L,...

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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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