I'm not a Bayesian expert, so would welcome constructive feedback. At a minimum, it'll help me get ahead of questions at the seminar itself.

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.

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.

1. Post code without a license?

That option probably does not result in the desired outcome. Indeed, from a downstream link http://choosealicense.com/no-license/ we see that

the absence of a license means that default copyright laws apply. This means that you retain all rights to your source code and that nobody else may reproduce, distribute, or create derivative works from your work.

Indeed, I don't think our committee has any problem with someone blatantly cutting and pasting code posted on our wiki into their own work. Therefore, it is my opinion that code posted to the OSSC wiki should be accompanied by one of the licenses Avi talks about; otherwise the poster and/or the OSSC could end up with unforeseen dilemmas down the road.

2. Permissive or Restrictive

To simplify the distinction:
Permissive = Use at your own risk, distribute under whatever license you like
Restrictive = Use at your own risk, but if distributed must be under a compatible license

Here's an example of what can go wrong with a Restrictive license. A few years ago I became aware that open-source code I had published under the GPL could be found within proprietary software distributed by a well-known for-profit company. That company clearly violated my license because by law they were required to make that derivative code available as open-source under a compatible license. I don't think the OSSC wants such headaches.

It is my opinion that code posted to the OSSC wiki should be allowed to be used at their own risk by anyone who finds it useful and distributed under whatever license they choose. Therefore, I vote for one of the Permissive licenses. Again, referencing the content at Avi's link http://choosealicense.com (and others), the MIT license looks like a reasonable choice.

3. Copyright

Open-source licenses (including the MIT) require the copyright holder to declare him/herself. This is usually accomplished with a line toward the beginning of the code file that looks something like this

Copyright 2016 Author-Name

I think the person who wrote the posted work should put his or her own name in that line, or multiple names if that is the case, otherwise it may default to the CAS, and I can't imagine the CAS desiring these copyrights.

In conclusion

It is certainly an option for our committee to choose not to take a stance on these questions. In any event, it is my opinion that when individuals post code to our wiki and want to allow other actuaries to copy that code, then those individual posters should select a license — I think the MIT suits our purposes — and include their copyright.

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

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

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

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

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

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?

1. We have tons of search engine robot visiting every day.
2. We have a site map, that Search Robot can loop through.
http://opensourcesoftware.casact.org/sitemap.xml

But it seems to me the sitemap.xml is updated by wikidot by somehow, you can see those draft blogs and some forums pages are there.

3. Here is the daily visit statistics to this committee
http://opensourcesoftware.casact.org/default--flow/manage__WebStats/type/index

4. But we are not too popular if you try any search engine to search….let us think of why and how to optimize this site.

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.

1. I have not submitted our URL to any search engine.
2. We have not provide any internal links to let the search engine spider to read our content.
3. We don't have 1 and 2 above is because we have not knocked down an objective for this site yet (for local CAS member to drink coffee? or besides CAS, we can speak and share here and let the world know? or just sit here enjoy modeling and R happiness?). Seems to me it is time for us to do it now.

I agree our website is hard to find now—-that's why we are discussing how best to publicize it. Once you're on the blogs page, you can type the name of your blog and then click "Create Blog". If you don't have account, it will tell you you need an account, and give you the link to the "Create an Account" page. Then you have to click on that and enter your information.

Perhaps we could make it more inviting by putting some canned paragraph at the bottom of each blog like "If you're interesting in writing a blog, do XXXX or contact YYYY…"

So how does some random person — e.g., resigned committee member — request permission to post to our blog? "It took me forever" to find that the search "cas opensourcesoftware blog" found our site, where I clicked "Blog" and found our committee's only post so far. Now what should yon "random person" do if s/he wants to post something useful to our Blog page?

1. There's a difference between committee membership and membership of this wikidot site. Site membership I think is important because if anyone from anywhere on the internet can post, then the site's quality can go down quickly. I used to run a wiki that was freely editable, and it was overrun with spam posted by advertisers. True, we could edit that stuff out and think about banning certain IPs, but I'd like to avoid a time-consuming cat-and-mouse game. I don't think requesting membership and requiring a valid email address is unreasonable.

2. I get your point, and I think it depends on your view of the situation and basic challenges actuaries face. If there is a dearth of information, then we would want as much posting as possible, to avoid blocking information. On the other hand, if actuaries are extremely busy and overwhelmed with information, then narrowing down the content may be more useful. I think actuaries are usually in more of the latter situation (for instance I see there are 5 new articles on r-bloggers.com this morning—-meanwhile I'm lucky to get through Variance). But I'd like to hear others' options.

2b. To expand on the above point, there are plenty of avenues for free speech on the internet, and anyone who wants to post something to their personal blog can. Several committee members already do this. And there are already sites like r-bloggers that will publicize blogs on different topics. What can the committee add to this? On the other hand, as far as I know, there's no site where an actuary can go to get hands-on explanations, code included, where they know their time will be rewarded with techniques reviewed by their peers and already proven to be useful in solving real problems their peers have faced.

3. Well we already have this whole special site opensourcesoftware.casact.org :) We can make pages on it as we wish.

1. Can we move all the draft blogs to formal blogs page, at least? I will think of a way to remove the "membership restrictions" when posting blogs. (If no objection, I will do that asap, and think of a way to make it search engine optimized)

2. Blog concept is to promote free ideas and free speech, and for our committee, as long as it is R, statistics, or even "actuarial" related, I believe we should not block it. People will have judgment after reviewing. Some blogs will be bad, but some will be good. At least we can pave the way here to more blogging traffics.

3. I don't foresee the www.casact.com will give this committee a special page to promote our blogs. Plus, there are 2000 committees from CAS. But we have not tried yet, right?

So anyway, I have no objection to non-members or non-actuaries posting to our blog, as long as it's focused on problems actuaries face.

Long ago in a galaxy far away, reviews of papers published in the Proceedings were sometimes essential additions to the original work. I think our posts have an opportunity for an even richer impact if actuaries could get replies to questions and comments in a way the internet can make happen that the hardbound Proceedings could not.

One roadblock our committee has is that posting to our blog — as we are doing here — is restricted to committee membership (right?), which potentially changes each year. I’m not sure about the exposure the CAS Roundtable currently gets (does it get much activity?). Personally I find it easier to monitor mailing lists than blog sites because it's quick to scan daily summaries of questions and answers on each list, and it's easy to differentiate the various threads that can unfold. Does the CAS currently sponsor any mailing lists?

I will check with Karen and whoever maintains the Roundtable.

1. I think that a brief note in the CAS's own blog reminding people of our existence and with a link to our blog section is a good idea.
2. As for the weekly reminder, that is really an e-mail link to the CAS news announcements, so as they tend to send one when a new CAS blog post is up, that should happen automatically with step 1.
3. Yes, absolutely, the CAS should link using its Twitter, Facebook, and LinkedIn pages, and I'd be happy to do the same (although I don't have a Facebook page) and drop a mention on my blog as should any of us with a social media presence (Hey PirateGrunt, that means you 8-) ).

Lastly, my opinion is that these blog posts should not be considered CAS publications as regards user entries. That field is specific to CAS sponsored and reviewed works, such as Variance, Forum, or a Monograph. If I recall correctly, it does not contemplate the Actuarial Review, Future Fellows, or the CAS's own blog. I do not think our blog is any more authoritative than the latter three publications listed, and thus would not recommend broaching this topic with the CAS membership list controllers.

1. Try to get them included in the CAS Roundtable blog (see http://blog.casact.org/)
2. Add an announcement to the weekly email that CAS members get
3. Social media—Karen tells me the CAS has Facebook and Twitter accounts, unfortunately I'm a social media luddite.

I suppose we'd want to do all three? Can anyone think of a reason not to? Anyone have any other ideas?

The CAS has a research database at https://www.casact.org/research/dare/, and when you click on an actuary's name, it has publications listed in their profile. Do you think it's appropriate to have blog posts included in either of those?

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

Thanks a lot for reviewing my blog in such a short time. There was an issue with the links which I have fixed using Ben's suggestion.

I really appreciate the additional edits, it has made the article easier to read. I have removed the Method 1 or 2 and gone all in with the random number generation to simplify the text. However I have still included the code for importing CSV files as reference. I have made some further changes here and there to improve the wording.

Thanks again,
Simon

Thanks for making the change to the theming. I was able to delete the files I wanted. And yes I did mean CSS and not RSS. I spent too much time on Feedly over the weekend.

Your suggestion with the div wrapper seems to work, thanks for the suggestion! I'm sure a quick post to the wikidot community would garner some help as to how to set this can be set to as default.

Simon

Do you mean CSS (cascading style sheets) instead of RSS?

About link colors, this definitely isn't the ideal method, but the workaround I've been using is to surround my pages with code like so:

[[div class="links-blue"]] ... rest of page ... [[/div]]

I vaguely remember discussing this with Hai. Hai, or anyone else who knows CSS, could this be made the default? Or is there some reason the links are currently colored the way they are?

Thanks,
Ben

http://community.wikidot.com/forum/t-1252893/cannot-delete-files

Similarly, would it be possible to have the RSS file allow links to be shown with an underline or a different colour? Right now it is hard to distinguish between text.

Thanks,
Simon

I have posted a very rough draft of my blog and will continue to update it over the next few days.

By the way, is there any way to upload images and files so that they do not have to be stored on my dropbox?

Simon

An entry for this post has been added to the Committee Business page under blogs. We need two+ people to review it. If you feel up to it, go to that page and put your name down under "Reviewers". Your effort is appreciated!

I just wanted to congratulate the group on the contributions to the blog so far. Most of them aren't in the draft blogs section yet, but we have a total of five submissions so far (from Greg McNulty, Simon Tam, Rajesh Sahasrabuddhe, Steve Yun, and myself). All of them (except possibly mine) seem to be on track to contributing useful knowledge on open source software to the community.

Once they start to show up on the draft blogs page we'll ask for reviewers. There will be quite a variety of topics, so if you're a perspective reviewer, hopefully one of these blog posts will interest you.

Thanks,
Ben

Can you create a page for it in the draft blogs section at http://opensourcesoftware.casact.org/draft-blogs ? When that's done it'll show up along side the two posts (by Greg McNulty and myseldf) that are currently being edited. For more information on the process, see the section on the blog at the committee business page at http://opensourcesoftware.casact.org/committee#toc2 . Let me know if you need technical help with this.

For the rest of the committee members, would two of you volunteer to review this post? This looks like a good opportunity to contribute if you are interested in learning about mapping and google earth and/or R.

Here is the entire post in it's very rough draft. I will now work on cleaning up the code, making sure it runs correctly and posting associated screenshots. If anyone has any general feedback, it would be appreciated.

Thanks,
Simon

—-

edit: Please see the draft blog here
http://opensourcesoftware.casact.org/draftblogs:4

—

edit: Please see the draft blog here
http://opensourcesoftware.casact.org/draftblogs:4

Also any input about how queries or code differ from standard SQL would be enlightening as well.

For instance, where I work we have MongoDB running on our server as a learning exercise, but we really haven't applied it to anything important. I'd be interested to hear where new big data technologies may be useful, and where traditional SQL is good enough.

I'd like to maintain focus on the insurance applications for these tools. If anyone has prior experience with Hadoop and would like to collaborate on this piece, I'll happily share what I have thus far.

Thanks

We need one other person to sign up to review Greg's post on modeling ALAE with copulas. This looks like a good opportunity to contribute, and Greg has already done the hard part by writing the post :). I imagine the majority of us have had to model ALAE in some way or another, so the topic looks very applicable.

Thanks,
Ben

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.

• Two people (other than Greg) to sign up to review my blog post on dplyr.
• One more person to sign up review Greg's post on modeling copulas.

You can sign up by putting your name down on the Committee Business wiki page. As it says on that page, once we have a few reviewers (and the reviewers have had a chance to review) we'll have a call with the reviewers and author.

This is a good way to learn something while still providing some value for other actuaries.

After expressing interest in contributing to the open source committee on the CAS volunteer survey I was contacted by Ben Escoto and said I would be willing to write a blog post about a project I did in R.

I work in reinsurance as a pricing actuary and we are always comparing experience and exposure for different excess layers. For casualty business, ALAE usually contributes a significant amount of excess layer losses. Most actuaries are probably familiar with the default assumption of ALAE = a fixed percentage of indemnity for all sizes of loss. After noticing how bad the exposure estimate was in layers heavily driven by ALAE (for example, a layer directly above a common primary policy limit)

I decided to do some research and found many publications on copula models for ALAE. My blogpost has a bibliography and all these sources are referenced there. The purpose of the blogpost is just to detail the R implementation I programmed and provide the code and auxiliary files. The model is certainly better and I hope the code provided can make it more practically accessible. I attached files to the blog, the code in a txt and all the upload and download csv files and some images.

If you're interested it needs a few additional reviewers. Thanks!

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

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 :)

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.