Blog Archives

24 Days of R: Day 19

December 19, 2013
By
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.

Read more »

24 Days of R: Day 18

December 18, 2013
By
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

Read more »

24 Days of R: Day 17

December 18, 2013
By
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

Read more »

24 Days of R: Day 16

December 16, 2013
By
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

Read more »

24 Days of R: Day 15

December 15, 2013
By
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

Read more »

24 Days of R: Day 14

December 14, 2013
By
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

Read more »

24 Days of R: Day 13

December 13, 2013
By
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

Read more »

24 Days of R: Day 12

December 12, 2013
By
24 Days of R: Day 12

Today, I'm going to finally dip my toe in the water of something I've wanted to do for a long time. I'd wanted to do this with Michael Caine film appearances- and I may yet- but tonight, it'll be a bit simpler. I'm going to draw a network graph, showing the relationship between band members

Read more »

24 Days of R: Day 11

December 11, 2013
By
24 Days of R: Day 11

I don't know how often Michael Caine appeared in a Shakespearean work, but I'm sure that he has and I'm sure that he was excellent. A bit pressed for time today, so just a simple word cloud featuring the full text of King Lear. I found the text at a website that I presume is

Read more »

24 Days of R: Day 10

December 10, 2013
By
24 Days of R: Day 10

How often is someone nominated for an academy award? Who has been nominated most often? Is there a difference between leading and supporting roles? Important questions. To answer them, I'm making use of a list of academy award nominees and winners. I've obtained the data from aggdata.com which has a few sets of free data.

Read more »