1595 search results for "Regression"

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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Breaking the rules with spatial correlation

January 7, 2013
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Breaking the rules with spatial correlation

Students in any basic statistics class are taught linear regression, which is one of the simplest forms of a statistical model. The basic idea is that a ‘response’ variable can be mathematically related to one or any number of ‘explanatory’ variables through a linear equation and a normally distributed error term. With any statistical tool,

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Software Signals

January 7, 2013
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Software Signals

This blog post by Sean Taylor generated quite a stir. He discussed the signals one sends by using certain software packages and seems to think that R users are more competent. The reactions ranged from amusement to bashing. In defense of hard to learn statistical tools, i.e. #rstats prsm.tc/gyTBRK <- pretty funny 'who uses what I encourage you...

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Monotonic deshrinking in weighted averaging models

January 5, 2013
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Monotonic deshrinking in weighted averaging models

Weighted averaging regression and calibration is the most widely used method for developing a palaeolimnological transfer function. Such models are used to reconstruct properties of the past lake environment such as pH, total phosphorus, and water temperature with, it has … Continue reading →

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Monotonic deshrinking in weighted averaging models

January 5, 2013
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Monotonic deshrinking in weighted averaging models

Weighted averaging regression and calibration is the most widely used method for developing a palaeolimnological transfer function. Such models are used to reconstruct properties of the past lake environment such as pH, total phosphorus, and water temperature with, it has to be said, varying degrees of success and usefulness. In simple weighted averaging (WA) there is little to specify other...

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A new version of analogue for a new year

January 4, 2013
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A new version of analogue for a new year

Yesterday I rolled up a new version (0.10-0) of analogue, my R package for analysing palaeoecological data. It is now available from CRAN. There were lots of incremental changes to Stratiplot() to improve the quality of the stratigraphic diagrams produced … Continue reading →

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A new version of analogue for a new year

January 4, 2013
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Yesterday I rolled up a new version (0.10-0) of analogue, my R package for analysing palaeoecological data. It is now available from CRAN. There were lots of incremental changes to Stratiplot() to improve the quality of the stratigraphic diagrams produced and fix several annoying bugs. Also the definition of the standard error of MAT reconstructions was fixed; it...

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100 most read R posts in 2012 (stats from R-bloggers) – big data, visualization, data manipulation, and other languages

January 2, 2013
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100 most read R posts in 2012 (stats from R-bloggers) – big data, visualization, data manipulation, and other languages

R-bloggers.com is now three years young. The site is an (unofficial) online journal of the R statistical programming environment, written by bloggers who agreed to contribute their R articles to the site. Last year, I posted on the top 24...

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You can’t spell loss reserving without R

January 2, 2013
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You can’t spell loss reserving without R

Last year, I spent a morning trying to return to first principles when modeling loss reserves. (Brief aside to non-actuaries: a loss reserve is the financial provision set aside to pay for claims which have either not yet settled, or have not yet been reported. If that doesn’t sound fascinating, this will likely be a

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R code and data for book “R and Data Mining: Examples and Case Studies”

January 2, 2013
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R code and data for book “R and Data Mining: Examples and Case Studies”

R code and data for book “R and Data Mining: Examples and Case Studies” are now available at http://www.rdatamining.com/books/rdm/code. An online PDF version of the book (the first 11  chapters only) can also be downloaded at http://www.rdatamining.com/docs. Below are its … Continue reading →

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