Posts Tagged ‘ Rstat ’

Compound Poisson and vectorized computations

October 12, 2012
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Compound Poisson and vectorized computations

Yesterday, I was asked how to write a code to generate a compound Poisson variables, i.e. a series of random variables  where  is a counting random variable (here Poisson disributed) and where the 's are i.i.d (and ind...

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How big is my dog going to get? A regression analysis with R

January 10, 2012
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How big is my dog going to get? A regression analysis with R

The dog on the left is named Maya. She is a labrador retriever (field line), weighs 18 kilograms and is currently eight months old. My girlfriend and I carry the dog several times a day high in the fourth floor. … Weiterlesen →

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The ‘R’ in Human [R]esources (or: a very brief introduction to the statistical package ‘R’ for HR)

December 21, 2011
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The ‘R’ in Human [R]esources (or: a very brief introduction to the statistical package ‘R’ for HR)

I studied psychology in Marburg (Germany). At university we exclusively used SPSS. The courses were among my classmates usually not the most popular. After over 10 years in management consulting, I have noticed that little has changed to this. It’s a shame because a lot of interesting data in consulting firms and HR departments remain unused. In my role as managing director of kibit GmbH, I have placed the focus of the company on ”R” … Weiterlesen →

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Playing with quantiles, part 1

March 8, 2011
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Playing with quantiles, part 1

A standard idea in extreme value theory (see e.g. here, in French unfortunately) is that to estimate the 99.5% quantile (say), we just need to estimate a quantile of level 95% for observations exceeding the 90% quantile. In extreme value theory,...

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Statistique de l’assurance STT6705V, partie 12

December 2, 2010
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Statistique de l’assurance STT6705V, partie 12

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....

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