CAS Open Source Software

What are you working on? Are you using R for work? Are you using R for something else? Are you using Python? QGIS? PostgreSQL? You're using open source software and you're an actuary. What are you doing with this technology?

Here's what I'm up to:

Finalizing material for the R workshop at the RPM in DC.

Further development of my reserving package MRMR. I'm trying to nail down some basic mathematical operations and functions like subset, "[" etc. In addition, I'm trying to refine and extend the multidimensional treatment of triangle data.

Two weekends ago, I took part in Triangle Open Data Day. The Research Triangle in North Carolina is emerging as one of the leading areas of publicly accessible information. There are a number of groups working to provide apps that use public data for public good. When I can, I try to check in with the Durham Code for America brigade, who are doing some really cool stuff.

In the back of my head is the pressing need to finally get around to learning and using Python. Two months ago I went to a great presentation about scikit-learn, Python's machine learning library. This is enough of an impetus to see what all of the fuss is about.

One of these days I'll get back to my blog, where I hope to complete a post about waiting times for events that might not happen. We all know how to measure time until something DOES happen (death, claim closure, etc.), how about something that might not (whether you'll receive a promotion or a marriage proposal, whether you will observe the 59th claim when you've experienced 58)? There are 5 or 6 other blog posts that I need to get back to as well.

Finally, I'm thinking about May when I expect to be in Kigali, Rwanda talking about R. There's a project underway to instruct a host of folk there about survey methods, survival models and all manner of other techniques to investigate the spread of communicable disease.

And that's just a few weeks in the life of an open source actuary. What are YOU working on?

I would break my response into two parts:

1. What am I working on that is open source
2. What am I working on that uses open source software

For the former, I have created and maintain the Delaporte package for R. The actual repository is hosted on Bitbucket.

For the latter, I am working on two papers, one which has been under review by Variance for 17 months and the other about one third to one half finished. Both use R, LaTeX, knitr, Rstudio, and JAGS; the second one also uses Rcpp and Stan. Both also are git-repositories (hosted privately on Bitbucket). I committ very frequently so that even if I massively mess up what I am doing, I can bring the papers back to a point where they knitted properly, and debug from there.

I thought about learning Python, but came to the decision that I'm probably better off for now in my work (ad-hoc & research) to stick with R and, if I really need speed, use Rcpp to go directly to C++. I do not deal with strings that often, so losing Python's string handling tools is not a big issue for me.

I've actually made a couple of commits to Stan's documentation github. This highlights the great collaborative power of OSS using a DVCS—if you find something broken, you can fix it yourself. If you are adding or fixing code, the maintainers request that you supply tests as well. When fixing the documentation, I forked the project, made the fixes to the LaTeX, compiled the docs locally so that I could see that the PDF was correct, and then sent in a pull request. A bit later, the fix was merged into the development trunk of Stan, and should be included in the next release.

Unlike Brian, however, I have no exotic travel in my future (unless you consider Arlington, VA an exotic locale!)

At work I use R and some Python. I think Python is a much better language than R, but for actuaries I usually plug R. Network effects are 90% of what makes a language good, and it seems R has more buy-in from actuaries.

As far as open source projects, I need to get back to Excelsi-R, which is an Excel add-in that helps you run R code from within Excel. Recently I've gotten 32 vs 64 bit issues, which I find a bit depressing because bit-twiddling in C++ was never my strong suit (or interest).