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I often find it beneficial to check to see whether or not a dataset is already loaded into R at the beginning of a file. This is particularly helpful when I'm dealing with a large file that I don't want to load repeatedly, and when I might be using the... [Read more...]

I thought a good extension of the last post d3-ify Systematic Investor Cluster Weight would be to analyze the returns with every table that PerformanceAnalytics offers.  Since d3 interactive charts are way more fun than tables, let’s plot each table with dimplejs and rCharts. Click here or on ... [Read more...]

During the 2013 JSM (Joint Statistics Meetings) Conference in Montreal, Revolution Analytics conducted a survey of attendees from August 5 to August 8. The 865 respondents gave their opinions on the privacy and ethics related to data collection, and on their familiarity with statistical software used for the analysis of such data. Out of ... [Read more...]

While it is generally accepted that the returns of financial assets are almost impossible to forecast with any degree of accuracy which would provide meaningful profit1 , there is evidence that the sign of the returns is much more forecastable. Theoretically, Christoffersen and Diebold (2006) have shown how the forecastability of the ... [Read more...]

The Problem with Percentiles Percentiles (or, more accurately, quantiles) are deeply embedded in the psyche of actuaries, statisticians and similar beasts. They are referred to implicitly in the Solvency 2 directive (Article 100, Value at Risk) without explanation. They are so ingrained that we normally use them without thinking, which I was ... [Read more...]

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This morning, in the ACT2040 class (on non-life insurance), we’ve discussed the difference between observable and non-observable heterogeneity in ratemaking (from an economic perspective). To illustrate that point (we will spend more time, later on, discussing observable and non-observable risk factors), we looked at the following simple example. Let  ... [Read more...]

This was a presentation made to few of my colleagues. The idea was to provide a brief introduction to R, provide few reasons for my switching to it, and give some samples of graphics/interactive visualizations that could be created with minimal coding.... [Read more...]

[This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here) Want to share your [Read more...]

It's a "given" that your empirical results should be able to be replicated by others. That's why more and more journals are encouraging or requiring that authors of such papers "deposit" their data and code with the journal as a condition of acceptance for publication. That's all well and good. ... [Read more...]

In case you missed them, here are some articles from August of particular interest to R users: A tutorial on parallel programming with the foreach, doMC and doSNOW packages. Joe Rickert reviews R's capabilities for linear algebra, sparse matrices and big matrices. How R is disrupting the insurance industry with ... [Read more...]

Statistics.com, a provider of online education in statistics and analytics, announces a partnership with CrowdANALYTIX, a predictive modeling “managed [Read more...]

[This article was first published on Rmetrics blogs, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here) Want to share your [Read more...]

If you want to learn R, or improve your current R skills, join me for two workshops that I’m offering through Revolution Analytics in October. If you already know another analytics package, the workshop, Intro to R for SAS, SPSS … Continue reading → [Read more...]

Welcome to my new website/blog. I am aiming to highlight some of the R packages that I have created. You can see a list of all the R packages I have in development and also see the source code on github here: R packages. In addition, I'll likely talk ... [Read more...]

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Clearly, a :) is happier than a :( but what about a :-* and a :-D ? Or a :-| and a :-o ? In this post I attempt to rank emoticons in order of how happy someone has to be to use each one. (And punctuate horribly to avoid mixing punctuation with the ... [Read more...]

I am teaming up with Revolution Analytics to teach an online course on forecasting with R. Topics to be covered include seasonality and trends, exponential smoothing, ARIMA modelling, dynamic regression and state space models, as well as forecast accuracy methods and forecast evaluation techniques such as cross-validation. I will talk ... [Read more...]

The massively-online open course (MOOC) platform Coursera has already delivered two essential free courses for anyone who wants to learn the R language. Computing for Data Analysis, presented by Roger Peng, covers the basics of R programming. The follow-up course Data Analysis, presented by Jeff Leek, covers statistical modeling and ... [Read more...]