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50 days ago (here), I was supposed to be very optimistic about the probability that I could reach a million viewed pages on that blog (over a bit more than two years). Unfortunately, the wind has changed and today, the probability is quite low... ... [Read more...]

I received recently a comment by FCA (here) who raised an important question, about forecast in dynamic mortality models. (S)he mentioned that from his(her) point of view, the econometric models I considered were "good to predict for the next, say,... [Read more...]

If you use lattice with R, and you need to plot confidence limits in your graphic, then panel.smoother and panel.quantile from latticeExtra will help you with this task. These functions internally calculate the error bounds and use panel.polygon from lattice. If you need to plot your own ... [Read more...]

The version 0.21 of the solaR package is now available at CRAN. This package provides a set of calculation methods of solar radiation and performance of photovoltaic systems. The package has been uploaded to CRAN under the GPL-3 license. solaR is now able to calculate from both daily and sub-daily irradiation ... [Read more...]

The following simple code can be used to find roots of functions (based on the secant algorithm), secant=function(fun, x0, x1, tolerence=1e-07, niter=500){for ( i in 1:niter ) { x2 [Read more...]

In the previous post (here) discussing forecasts of actuarial quantities, I did not mention much how to forecast the temporal component in the Lee-Carter model. Actually, many things can be done. Consider here some exponential smoothing techniques ... [Read more...]

The final course (since courses end this week in Montréal) can be watched here and there. The drawings from the course can be downloaded here (including last week's). First, to come back on last week's course , we considered Lee-carter model, i.e.... [Read more...]

Last course will be uploaded soon (the links will be here and there). The R code considered is given below. First, we had to work a little bit on the datasets, tabB=read.table("http://perso.univ-rennes1.fr/arthur.charpentier/tabB.csv", sep=";",head... [Read more...]

Here and there, I mentioned two codes to generated quasiPoisson random variables. And in both of them, the negative binomial approximation seems to be wrong. Recall that the negative binomial distribution is where and in R, a negative binomial di... [Read more...]

As Mark Twain said "the art of prophecy is very difficult, especially about the future" (well, actually I am not sure Mark Twain was the  first one to say so, but if you're interested by that sentence, you can look here). I have been rather su... [Read more...]

David Smith (alias @revodavid, see also on the Revolutions blog, here) pointed out that my R code was not easy to read (not only due to my computing skills, but mainly because of the typography I use). He suggested that I use the Pretty R tool (her... [Read more...]

Splines in regression is something which looks like a black box (or maybe like some dishes you get when you travel away from home: it tastes good, but you don't what's inside... even if you might have some clues, you never know for sure*). With spl... [Read more...]

Since I got the same question twice, let us look at it quickly....  Some students show me a graph (from a Poisson regression) which looks like that, and they asked "isn't it weird ?", i.e."residuals are null or positive... this is not what we... [Read more...]

The only thing I remember from courses I had in probability a few years ago is that we also have to clearly defined the event we want to calculate the probability. On the Freakonomics blog, last week, the Israeli lottery was mentioned (here, see a... [Read more...]

Keith Briggs published a post here on names of English place name element distribution, which contains almost twenty maps like the one where names ends by -bourn,bourne,burn (here) or -head (there). Actually, it is possible (Robin mentioned that a... [Read more...]

If you need to generate synthetic wind speed time series, you may find useful the procedure described in  “A Markov method for simulating non-gaussian wind speed time series” by G.M. McNerney and P.S. Veers (Sandia Laboratories, 1985), and “Estimation of extreme wind speeds with very long return periods” by ... [Read more...]

50 days ago, I published a post, here, on forecasting techniques. I was wondering what could be the probability to have, by the end of this year, one million pages viewed (from Google Analytics) on this blog. Well, initially, it was on my blog at t... [Read more...]

I recently tried to answer a simple question, asked by @adelaigue. Actually, I thought that the answer would be obvious... but it is a little bit more compexe than what I thought. In a recent pool about elections in Brazil, it was mentionned in a ... [Read more...]