Articles by Markus Gesmann

Flowing triangles

January 26, 2016 | Markus Gesmann

I have admired the work of the artist Bridget Riley for a long time. She is now in her eighties, but as it seems still very creative and productive. Some of her recent work combines simple triangles in fascinating compositions. The longer I look at them, the more patterns I ...
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Formatting table output in R

January 19, 2016 | Markus Gesmann

Formatting data for output in a table can be a bit of a pain in R. The package formattable by Kun Ren and Kenton Russell provides some intuitive functions to create good looking tables for the R console or HTML quickly. The package home page demonstrates the functions with illustrative ...
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Next Kölner R User Meeting: Friday, 4 December 2015

December 3, 2015 | Markus Gesmann

The 16th Cologne R user group meeting is scheduled for this Friday, 4 December 2015 and we have great line up with three talks followed by networking drinks. Monitoring process change using Bayesian methods (Mick Cooney)A common business problem is to evaluate the effect of a change of process, and this ...
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Notes from Warsaw R meetup

December 1, 2015 | Markus Gesmann

I had the great pleasure time to attend the Warsaw R meetup last Thursday. The organisers Olga Mierzwa and Przemyslaw Biecek had put together an event with a focus on R in Insurance (btw, there is a conference with the same name), discussing examples of pricing and reserving in general ... [Read more...]

Hierarchical Loss Reserving with Stan

November 10, 2015 | Markus Gesmann

I continue with the growth curve model for loss reserving from last week's post. Today, following the ideas of James Guszcza [2] I will add an hierarchical component to the model, by treating the ultimate loss cost of an accident year as a random effect. Initially, I will use the nlme ... [Read more...]

Loss Developments via Growth Curves and Stan

November 3, 2015 | Markus Gesmann

Last week I posted a biological example of fitting a non-linear growth curve with Stan/RStan. Today, I want to apply a similar approach to insurance data using ideas by David Clark [1] and James Guszcza [2].Instead of predicting the growth of dugongs (sea cows), I would like to predict the ... [Read more...]

Non-linear growth curves with Stan

October 27, 2015 | Markus Gesmann

I suppose the go to tool for fitting non-linear models in R is nls of the stats package. In this post I will show an alternative approach with Stan/RStan, as illustrated in the example, Dugongs: "nonlinear growth curve", that is part of Stan's documentation. The original example itself is ... [Read more...]

Bayesian regression models using Stan in R

September 1, 2015 | Markus Gesmann

It seems the summer is coming to end in London, so I shall take a final look at my ice cream data that I have been playing around with to predict sales statistics based on temperature for the last couple of weeks [1], [2], [3].Here I will use the new brms (GitHub, ... [Read more...]

Visualising theoretical distributions of GLMs

August 18, 2015 | Markus Gesmann

Two weeks ago I discussed various linear and generalised linear models in R using ice cream sales statistics. The data showed not surprisingly that more ice cream was sold at higher temperatures.
icecream   temp=c(11.9, 14.2, 15.2, 16.4, 17.2, 18.1, <br>         18.5, 19.4, 22.1, 22.6, 23.4, 25.1),<br>  units=c(185L, 215L, 332L, 325L, 408L, 421L, <br>          406L, 412L, 522L, 445L, 544L, 614L)<br>)
I used a linear model, a log-transformed linear model, a Poisson and Binomial generalised linear model to ... [Read more...]

Generalised Linear Models in R

August 4, 2015 | Markus Gesmann

Linear models are the bread and butter of statistics, but there is a lot more to it than taking a ruler and drawing a line through a couple of points.Some time ago Rasmus Bååth published an insightful blog article about how such models could be described from a ... [Read more...]

ChainLadder 0.2.1 released

July 14, 2015 | Markus Gesmann

Over the weekend we released version 0.2.1 of the ChainLadder package for claims reserving on CRAN. New FeaturesNew function PaidIncurredChain by Fabio Concina, based on the 2010 Merz & Wüthrich paper Paid-incurred chain claims reserving methodFunctions plot.MackChainLadder and plot.BootChainLadder gained new argument which, allowing users to specify which sub-plot to ... [Read more...]

Adding mathematical notations to R plots

July 6, 2015 | Markus Gesmann

I have to admit that I find the plotmath expressions in R a little fiddly to annotate plots with mathematical notation. Apparently I am not the only one, but Stefano Meschiari did actually something about it. A few days ago his package latex2exp appear...
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Notes from the Kölner R meeting, 26 June 2015

June 30, 2015 | Markus Gesmann

Last Friday the Cologne R user group came together for the 14th time, and for the first time we met at Startplatz, a start-up incubator venue. The venue was excellent, not only did they provide us with a much larger room, but also with the whole infrastructure, including table-football and ... [Read more...]

Next Kölner R User Meeting: Friday, 26 June 2015

June 22, 2015 | Markus Gesmann

The next Cologne R user group meeting is scheduled for this Friday, 6 June 2015 and we have an exciting agenda with two talks followed by networking drinks. Data Science at the Commandline (Kirill Pomogajko)An Introduction to RStan and the Stan Modelling Language (Paul Viefers)Please note: Our venue changed! We ...
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