Blog Archives

The U.S. Has Been At War 222 Out of 239 Years

March 19, 2017
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The U.S. Has Been At War 222 Out of 239 Years

This morning, I discovered an interesting statistic, America Has Been At War 93% of the Time – 222 Out of 239 Years – Since 1776,  i.e. the U.S. has only been at peace for less than 20 years total since its birth. I wanted to check, get a better understanding and look at other countries in the world. As always,...

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Advanced Econometrics: Model Selection

March 7, 2017
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On Thursday, March 23rd, I will give the third lecture of the PhD course on advanced tools for econometrics, on model selection and variable selection, where we will focus on ridge and lasso regressions . Slides are available online. The first part w...

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Advanced Econometrics: Nonlinearities

February 9, 2017
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On Thursday, March 2nd, I will give the first lecture of the PhD course on advanced tools for econometrics, on nonlinearities. Slides are available online.

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Install R Packages on the Ubuntu Virtual Machine

February 1, 2017
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Install R Packages on the Ubuntu Virtual Machine

For the (Advanced) R Crash Course of the Data Science for Actuaries program, we will use the Ubuntu virtual machine. There might be some issues when installing some packages… One trick can be to open a terminal and then to use the sudo command, to install some packages, (after entering the password). Just type (or copy/paste) sudo apt-get install...

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Third Actuarial Pricing Game

January 9, 2017
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With the support of ACTINFO Chair and the (French) Institute of Actuaries, our Third Actuarial Pricing Game starts today ! There is a toolbox file available online, with a description of the game : the rules, the dates, and a description of the datasets 3 datasets : one underwriting and one claims databases, for year 0 (training data) and...

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(Advanced) R Crash Course, for Actuaries

January 6, 2017
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(Advanced) R Crash Course, for Actuaries

In two weeks, the third year of the Data Science for Actuaries program will start. I will be there for the introduction to R. The slides are available online (created with slidify) A markdown is also available. I have to thank Ewen for his help on slidify (especially for the online quizz, and the integration of leaflet maps or...

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Forcasting Natural Catastrophes (is rather difficult)

January 2, 2017
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Forcasting Natural Catastrophes (is rather difficult)

Following my previous post, I wanted to spend more time, on the time series with “global weather-related disaster losses as a proportion of global GDP” over the time period 1990-2016 that Roger Pilke sent me last night. db=data.frame(year=1990:2016, ratio=c(.23,.27,.32,.37,.22,.26,.29,.15,.40,.28,.14,.09,.24,.18,.29,.51,.13,.17,.25,.13,.21,.29,.25,.2,.15,.12,.12)) In my previous post, I spend some time explaining that we should provide some sort of ‘confidence interval’ when we...

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What is a Linear Trend, by the way?

January 1, 2017
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What is a Linear Trend, by the way?

I had a very stranger discussion on twitter (yes, another one), about regression curves. I think it started with a tweet based on some xkcd picture (just for fun, because it was New Year’s Day) “don’t trust linear regressions” https://t.co/exUCvyRd1G pic.twitter.com/O6rBJfkULa — Arthur Charpentier (@freakonometrics) 1 janvier 2017 There were comments on that picture, by econometricians, mainly about ‘significant’...

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Rupture Detection

December 13, 2016
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Rupture Detection

There are some graphs that you cannot forget. One graph that I found puzzling was mentioned on Andrew Gelman’s blog, a few years back, and was related to rupture detection What I remember from this graph is that if you want to get a rupture, you can easily find one… Recently, I had to review a paper, and Imbens...

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Non-Uniform Population Density in some European Countries

April 17, 2016
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Non-Uniform Population Density in some European Countries

A few months ago, I did mention that France was a country with strong inequalities, especially when you look at higher education, and research teams. Paris has almost 50% of the CNRS researchers, while only 3% of the population lives there. CNRS, "répartition des chercheurs en SHS" http://t.co/39dcJJBwrF, Paris 47.52% IdF 66.85% (pop 3.39% et 18.18% resp) pic.twitter.com/OsEXiFywPf — Arthur...

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