Open Source (new posts)

raw data package: raw data package

Wed, 22 Jun 2016 14:06:31 +0000

Open source people,

For a while now, I've been putting some data sets into a package called "raw" (r actuarial workshops) for use in the workshops that I've been a part of. It's always been hosted on GitHub, but I'd like to try to move it to CRAN. That's one less step for attendees to be able to load the package. At present, I've got the following data sets:

All of the COTOR challenge claims data
New Jersey Manufacturers WC triangle (from the recent Tayler and Grainne monograph)
Tracks of every hurricane covered by the NOAA since 1972
NFL results for about 12 seasons (I use this as an example of logistic regression)
Some simulated data for state and regional claims experience (I use this for some ggplot2 examples and possibly for some hierarchical modeling examples)
Most of the PPA data from Appendix A of the Werner & Modlin basic ratemaking paper

Is there anything that anyone would like to see added? Anything deleted? I think the NFL stuff is fun, but was thinking about switching it to a claims closure example.

I'm aiming for a CRAN submission sometime in late July or early August. Yesterday, I got package up on CRAN without any notes or nastygrams from Brian Ripley, so I'm feeling super confident.

The package is on Github here: https://github.com/PirateGrunt/raw_package. There are a few changes that I've not pushed yet, though I'll try to get to that tonight.

Modeling ALAE Using Copulas:

Sat, 27 Feb 2016 18:26:23 +0000

Hi Brian, thanks for the reply. I think you are being modest — upon visiting the word-cloud example in the shiny gallery, I noted PirateGrunt lurking in the footnote!

I've since started blogging about shiny-ing Greg's code on my tri-know-bits site, and have enough material for the next two weeks: displaying all plots, and uploading to shiny's free online hosting service. However, I note that you have also registered for shiny's free service, so it's up for discussion under whose name to upload mauc: yours, mine, or someone else on the committee who might want to give this a try.

Ultimately, I believe mauc users will get a deeper appreciation of copule (Italian plural) in practice if the app could receive users' own data. But first things first.

Modeling ALAE Using Copulas: Re: shiny version?

Thu, 25 Feb 2016 14:37:55 +0000

Dan: did anyone ever reply to this? I've recently tried to get back into shiny and this could be fun.

Modeling ALAE Using Copulas: shiny version?

Sun, 10 Jan 2016 19:40:30 +0000

I think Greg's blog would get more exposure and discussion if it were available as a shiny app. If you click on the "Files" link at the bottom of this wikidot page you will see Greg's R code. This would be loaded into RStudio, which would then "compile" it into a shiny app. Also at the bottom you will also see three csv files the program needs. Versions of those three files on one's computer could be selected using shiny drop-down boxes. It has been a few weeks/months since I read Greg's paper, but there may be one or two other defaults in his algorithm that could be changed with shiny selection widgets. RStudio will host the online app for free.

I've had experience building csv file selection boxes in shiny online apps and have been intending to start this project for some time. But it would be more fun to work on this with other people — and might actually get done that way! Let me know if you're interested by replying to this post. Thanks.

Dan

Microsoft's new Data Science Virtual Machine: Microsoft's new Data Science Virtual Machine

Sun, 06 Dec 2015 18:28:45 +0000

Microsoft have setup a VM environment for Python and R which leverages the Azure framework. The tools included are:
•Revolution R Open (performance-enhanced R)
•Anaconda Python
•Visual Studio Community Edition
•Power BI Desktop (with R capabilities)
•SQL Server Express (with R integration)
•Azure SDK (including the ability to run R experiments)

http://blog.revolutionanalytics.com/2015/12/microsoft-data-science.html
https://azure.microsoft.com/en-us/documentation/articles/machine-learning-data-science-provision-vm/

SQL Server 2016 and Revolution R: Re: SQL Server 2016 and Revolution R

Wed, 25 Nov 2015 10:13:17 +0000

an hour demo with some links to an installation guide as well
http://blog.revolutionanalytics.com/2015/10/demo-r-in-sql-server-2016.html

SQL Server 2016 and Revolution R: Re: SQL Server 2016 and Revolution R

Fri, 13 Nov 2015 15:33:32 +0000

Very interesting. The whole framework suggested by this "Machine Learning Studio" is a bit foreign to me. That way of organizing modeling sounds like it could be powerful, and maybe the way everyone will be doing things in 10 years. Or it could just be a lot of hype that just gets in the way of actually accomplishing something.

I'd be very curious if anyone has an experience with this or a similar tool in your work.

Packages for R, dplyr, MS SQL Server: Packages for R, dplyr, MS SQL Server

Fri, 13 Nov 2015 00:06:03 +0000

I've just put together a couple of packages to help integration with R and MS SQL Server. One package is basic integration, the other provides a dplyr backend so you can have dplyr automatically generate your SQL. The code in dplyr.mssql is mostly based on similar code by Shan Huang.

https://github.com/bescoto/RMSSQL
https://github.com/bescoto/dplyr.mssql

The above links contain short code examples. I can provide binary packages if anyone is interested, but I'm not sure if it's good practice to upload them to github.

Cheers,
Ben

SQL Server 2016 and Revolution R: Re: SQL Server 2016 and Revolution R

Tue, 10 Nov 2015 22:55:36 +0000

unsure about the cost but what's also exciting is that Microsoft have also integrated some R runtimes into it's Azure cloud computing service as well.

https://azure.microsoft.com/en-gb/documentation/articles/machine-learning-r-quickstart/

github: Re: github

Fri, 06 Nov 2015 17:00:15 +0000

As we discussed this on the call today, I figure it is worth a bump :)

SQL Server 2016 and Revolution R: SQL Server 2016 and Revolution R

Tue, 03 Nov 2015 18:59:46 +0000

As Yoram just forwarded to me, a preview of SQL Server 2016 is already out and includes R integration:

http://blog.revolutionanalytics.com/2015/10/revolution-r-now-available-with-sql-server-community-preview.html

Glad to see Microsoft's buying Revolution R has some tangible benefits already. My company uses SQL Server, so I'm pretty excited about this. Does anyone know if there will be an extra fee, or if it's just included in SQL Server?

Shiny: Shiny

Thu, 22 Oct 2015 18:17:46 +0000

I have tried to learn Shiny for R

https://reserveprism.shinyapps.io/shiny_test

It seems to me the Shiny can achieve lots of web functions using R. They have done a lot of built-up to make it work. But it is pretty tricky if you don't know internet knowledge.

It is a very expensive server if you want to put it in production mode. And I don't know about security yet.

KML: KML

Wed, 16 Sep 2015 01:04:52 +0000

I'm second review on the KML blog post, and should have comments by end of week

Setting Rstudio server using Amazon Web Services (AWS) – a step by step (screenshots) tutorial: Setting Rstudio server using Amazon Web Services (AWS) – a step by step (screenshots) tutorial

Sat, 27 Jun 2015 13:09:58 +0000

Found this article which may be interesting for some…

http://www.r-statistics.com/2015/06/setting-rstudio-server-using-amazon-web-services-aws-a-step-by-step-screenshots-tutorial/

mbbefd: mbbefd

Thu, 19 Mar 2015 16:56:31 +0000

Hi all, me and Christophe Dutang (author of actuar package) have been upgrading the mbbefd R package. It can be useful to fit, simulate and analyze Exposure Curves used in P&C reinsurance pricing. Any suggestion is welcomed.

RPM 2015 Social Hacking: Re: RPM 2015 Social Hacking

Thu, 05 Mar 2015 21:42:16 +0000

Good stuff, Brian. Wish I could attend and enjoy the snow. ;-)

RPM 2015 Social Hacking: RPM 2015 Social Hacking

Thu, 05 Mar 2015 16:06:18 +0000

Not sure who will be at the RPM in Dallas next week. If you're around, note that I'll be at the Social Hacking table outside the reception area at 6:00 on Monday. I'm only there for the Introduction to R workshop, so will miss the balance of the seminar.

Social hacking is a suggestion I made to the organizers. It's an informal environment where folks can bring a laptop, pose and answer questions and basically geek out for a bit. I've done similar things with data analysts here in the Triangle and it's quite a bit of fun. Something to bear in mind as a low stakes way to introduce people to R, Python, etc. at CAS events.

Parallelogram Method: Re: Parallelogram Method

Sun, 28 Dec 2014 22:16:56 +0000

Thanks, I didn't find any references to AonInternal in the package itself, but I did find one reference in a doc string in the "Make" script (fixed now). Let me know if you see anything else, and if the code works for you.

License is GPL >= 2, as it says in the DESCRIPTION and COPYING files.

Parallelogram Method: Re: Parallelogram Method

Thu, 25 Dec 2014 01:24:42 +0000

Ben, you still have some references to "AonInternal" in your package. If you built it as "work for hire", then Aon may actually own the copyright, and you cannot host it on Github, both as 1) it may violate internal compliance (GuyCarp, for example, does not allow company software to be hosted in the cloud; we have a Stash instance running on internal servers behind the firewall) and 2) hosting something on Github (at least publicly) implies that the software is free and open source. If Aon owns the copyright, they have to release it.

It could be that you own the copyright as you developed this on your own time and hardware, or the company allows you to do your own research and own the results, but in that case, you're probably better off removing all references to your employer :)

Parallelogram Method: Re: Parallelogram Method

Wed, 24 Dec 2014 16:26:36 +0000

There's now an Excelsi-R Parallelogram Method template so you can use the parallelogram method without leaving Excel. That and a few other templates are available at:

http://sourceforge.net/p/excelsir/code/ci/default/tree/Templates/

You'll need an Excelsi-R server and to install the Parallelogram package mentioned in the previous post. Hmm, it would be nice if we could get an Excelsi-R server running on the committee's virtual machine. I'm not sure it has enough memory though.