Posts Tagged ‘ rstats ’

Warming in Paris: minimas versus maximas ?

January 14, 2011
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Warming in Paris: minimas versus maximas ?

Recently, I received comments (here and on Twitter) about my previous graphs on the temperature in Paris. I mentioned in a comment (there) that studying extremas (and more generally quantiles or interquantile evolution) is not the same as studying ...

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More climate extremes, or simply global warming ?

January 12, 2011
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More climate extremes, or simply global warming ?

In the paper on the heat wave in Paris (mentioned here) I discussed changes in the distribution of temperature (and autocorrelation of the time series). During the workshop on Statistical Methods for Meteorology and Climate Change today (here) I o...

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Maps with R, part… n+1

January 11, 2011
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Maps with R, part… n+1

Following the idea posted on James Cheshire's blog (here), I have tried to play a little bit with R and Google. And it works ! Consider for instance life expectancy at birth (that can be found - and downloaded - here). Using the following code, it ...

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Cursed numbers ?

January 11, 2011
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Cursed numbers ?

In Lost, Hugo “Hurley” Reyes played the numbers 4, 8, 15, 16, 23 and 42 at the lottery, and ended up winning the $114-million jackpot. And over the ensuing weeks, everyone around him seems to suffer increasingly bad luck: Hurley’s grandfathe...

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OpenData + R + Google = Easy Maps

January 11, 2011
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OpenData + R + Google = Easy Maps

The release of the R package “googleVis” has made the production of interactive maps through Google’s Chart Tools a simple task. Ignoring the some basic data manipulation the below map...

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From one extreme (0) to another (1): challenge failed, but who cares…

January 9, 2011
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From one extreme (0) to another (1): challenge failed, but who cares…

Just after arriving in Montréal, at the beginning of September, I discussed statistics of my blog, and said that it might be possible - or likely - that by new year's Eve, over a million page would have been viewed on my blog (from Google's count...

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Exporting KML from R

January 2, 2011
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Exporting KML from R

Google Earth has become a popular way of disseminating spatial data. KML is the data format required to do this. It is possible to load almost any type of spatial...

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Generating stress scenarios: null correlation is not enough

December 28, 2010
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Generating stress scenarios: null correlation is not enough

In a recent post (here, by @teramonagi), Teramonagi mentioned the use of PCA to model yield curve, i.e. to obtain the three factor, "parallel shift", "twist" and "butterfly". As in Nelson & Siegel, if m is maturity, is the yield of the cu...

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Tennis and risk management

December 16, 2010
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Tennis and risk management

As mentioned already here, while we were going to Québec City for the workshop, we had interesting discussions in the car, and Maciej mentioned an article recently published in The Actuary, Hence, I wanted to discuss (extremely) rare event probabi...

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I really need to find hot (and sexy) topics

December 15, 2010
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I really need to find hot (and sexy) topics

50 days ago (here), I was supposed to be very optimistic about the probability that I could reach a million viewed pages on that blog (over a bit more than two years). Unfortunately, the wind has changed and today, the probability is quite low... ...

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