Tutorials

Using R in Insurance at GIRO 2012

September 17, 2012 | Markus Gesmann

Every year the UK’s general insurance actuarial community organises a big conference, which they call GIRO, short for General Insurance Research Organising committee. This year's conference is in Brussels from 18 - 21 September 2012. Despite the fac... [Read more...]

ARMA Models for Trading

August 21, 2012 | ivannp

In this tutorial I am going to share my R&D and trading experience using the well-known from statistics Autoregressive Moving Average Model (ARMA). There is a lot written about these models, however, I strongly recommend Introductory Time Series with R, which I find is a perfect combination between light ... [Read more...]

Rook rocks! Example with googleVis

August 1, 2012 | Markus Gesmann

What is Rook?Rook is a web server interface for R, written by Jeffrey Horner, the author of rApache and brew. But unlike other web frameworks for R, such as brew, R.rsp (which I have used in the past1), Rserve, gWidgetWWWW or sumo (which I haven't used...
[Read more...]

Split-plot 2: let’s throw in some spatial effects

July 30, 2012 | Luis

Disappeared for a while collecting frequent flyer points. In the process I ‘discovered’ that I live in the middle of nowhere, as it took me 36 hours to reach my conference destination (Estoril, Portugal) through Christchurch, Sydney, Bangkok, Dubai, Madrid … Continue reading → [Read more...]

introduction to R: learning by doing (part 1)

July 9, 2012 | ricckli

Geography is often about statistics as it is the basis for fast exchange of information: providing a mean and standard deviation to the audience is often much easier then showing raw data: Learning a script language for this purpose can be a hard-ass work. But I think it is more ... [Read more...]

Applying a function successively in R

July 3, 2012 | Markus Gesmann

At the R in Finance conference Paul Teetor gave a fantastic talk about Fast(er) R Code. Paul mentioned the common higher-order function Reduce, which I hadn't used before. Reduce allows me to apply a function successively over a vector. What does that...
[Read more...]

Modeling Trick: Masked Variables

July 1, 2012 | John Mount

A primary problem data scientists face again and again is: how to properly adapt or treat variables so they are best possible components of a regression. Some analysts at this point delegate control to a shape choosing system like neural nets. I feel such a choice gives up far too ... [Read more...]

reproducible documents/analytics in R: the knitr package

June 26, 2012 | ricckli

When I am working in new institutions and I am asking: “Do you have a document management system?” I often get the answer:”Yap, we are using folders” … OKAY. Making analysis, developing applications and keeping an eye on code, data and applications make this even harder as it has to ... [Read more...]

Hodgkin-Huxley model in R

June 24, 2012 | Markus Gesmann

One of the great research papers of the 20th century celebrates its 60th anniversary in a few weeks time: A quantitative description of membrane current and its application to conduction and excitation in nerve by Alan Hodgkin and Andrew Huxley. Only a...
[Read more...]

reading shape files in R

June 24, 2012 | ricckli

If I would like to adjust a shape file I normally used the way over an excel file or a text file to get a table and to join this with an existing shape file. Due to the sp and rgdal packages in R you can manipulate shapefiles directly in ... [Read more...]

setting your working directory permanently in R

June 24, 2012 | ricckli

Most of us R users are using a special working directory for the daily work in R. But I was bothered in typing everytime in my command line prior using R. Also using this line at the first position in scripts was not pleasent enough. So how to get around ... [Read more...]

How to outrun a crashing alien spaceship

June 11, 2012 | John Mount

Hollywood movies are obsessed with outrunning explosions and outrunning crashing alien spaceships. For explosions the movies give the optimal (but unusable) solution: run straight away. For crashing alien spaceships they give the same advice, but in this case it is wrong. We demonstrate the correct angle to flee. Running from ... [Read more...]
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