Blog Archives

24 Days of R: Day 22

December 22, 2013
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24 Days of R: Day 22

I like to use Goodreads to keep track of which books I'm reading (and not reading). They very helpfully sent me an e-mail to inform me how many books I've read so far in 2013. The number is 19. Hardly an impressive number, but between job, family and trying to develop my R skills, I'm

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24 Days of R: Day 21

December 21, 2013
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24 Days of R: Day 21

I drove through Tennessee today. Despite having grown up in Kentucky, I had never really noticed the Tennessee flag, but earlier this year, while in Nashville, I saw it and thought it was one of the cooler state flags. I downloaded a PNG file of the flag from wikicommons and tried to do what I

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24 Days of R: Day 20

December 20, 2013
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24 Days of R: Day 20

Some time ago, I was doing some analysis and trying to determine whether or not there was a predictive variable for a binomial response. I ran logistic regressions for about half a dozen variables in different combinations and nothing showed a fit of any significance. Well, almost nothing. I had measured the response against date.

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24 Days of R: Day 19

December 19, 2013
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24 Days of R: Day 19

Carrying on with the multi-level model, I'm going to look at the paid and incurred workers comp losses for a large number of insurance companies. This is a similar exercise to what I did last night, but I'm now working with real, rather than simulated data and the stochastic process is assumed to be different.

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24 Days of R: Day 18

December 18, 2013
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24 Days of R: Day 18

Earlier today, while looking for something else, I managed to stumble across a presentation given at the 2010 CAS RPM. (Egregious self-promotion: I'll be leading a day-long workshop at next year's RPM in Washington, DC.) I wasn't looking for a presentation on hierarchical models, but there one was. The fantastic Jim Guszcza has a great

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24 Days of R: Day 17

December 18, 2013
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24 Days of R: Day 17

I couldn't manage to find time yesterday, so today I'm going to try and catch up with two posts. In the first, I'm going to talk about a package I've been gradually working on over the course of the year. After all, what's Christmas if you don't get a package? I do quite a lot

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24 Days of R: Day 16

December 16, 2013
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24 Days of R: Day 16

Yesterday I said that I'd carry on with the monte carlo simulation of insurance data. I'm not going to as I don't think I've got enough time and mental energy to do it justice. I'm sure tens of people are disappointed to learn this. Instead, I'm going to have a look at the recently released

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24 Days of R: Day 15

December 15, 2013
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24 Days of R: Day 15

Over the course of the next few days, I'm going to try to find enough time to build up a reasonably simple simulation of insurance exposure and claims. I'll be taking a hierarchical view of the underlying process. As with pretty much everything that I write about, I'm writing about it as I'm learning about

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24 Days of R: Day 14

December 14, 2013
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24 Days of R: Day 14

I've had a statistical question that I've wanted to answer for more than 20 years. In college, I often played the strategy game “Axis & Allies” with friends. (Hi Brad, Rob, Brady and Marty!) The game is a crude simulation of the second world war, with various military units available to the player. The player

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24 Days of R: Day 13

December 13, 2013
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24 Days of R: Day 13

In this post, I'll look at a very quick way to look at the relationships in a database. I had a bit of fun with my first network graph and plotting the connections between tables and views seems like a natural extension. Here, I'm going to create a bare bones insurance database. We have a

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