I will be giving a short course in Switzerland next week, at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The long... [Read more...]

Following previous posts on life contingencies and longevity and mortality models, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineeri... [Read more...]

I presented Rcpp at the Rmetrics conference earlier today, this was a really good opportunity to look back at all the work Dirk and I have been commiting into Rcpp. I've uploaded my slides here (pdf) and on slideshare : Rcpp: Seemless R and C++V... [Read more...]

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