# Rstat

### Compound Poisson and vectorized computations

October 12, 2012 |

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... [Read more...]

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

January 10, 2012 |

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 → [Read more...]

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

December 21, 2011 |

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 ... [Read more...]

### Playing with quantiles, part 1

March 8, 2011 |

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,... [Read more...]

### Statistique de l’assurance STT6705V, partie 12

December 2, 2010 |

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...]