Author Archive

Somewhere else, part 54

19/05/2013
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tree-monde-world Several posts and articles, this week, starting with this nice “Quantifying the consensus on anthropogenic global warming in the scientific literature” http://iopscience.iop.org/… (by skepticscience) On Stein’s paradox http://normaldeviate.wordpress.com/… “The 1 Percent Are Only Half the Problem” http://opinionator.blogs.nytimes.com/… by TimothyNoah1 via petergklein: “Many artists have also been superb entrepreneurs” http://economist.com/8175675 “Texting While Driving and Other...
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Playing cards in Vegas?

19/05/2013
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carre-as-hasard In a previous post, a few weeks ago, I mentioned that I will be in Las Vegas by the end of July. And I took the opportunity to write a post on roulette(s). Since some colleagues told me I should take some time to play poker there, I guess I have to understand how...
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Posted in Randomness | 2 Comments »

Somewhere else, part 53

15/05/2013
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globe-boxes Several interesting posts, here and there, this week From April 26th until May 7th, 1986, in Europe, via http://ucsusa.org/news/… see “Why have so few bankers gone to jail for their part in the financial crisis?” http://economist.com/blogs/economist-explains/… via TheEconomist “The French elite: where it went wrong” http://ft.com/intl/cms/… via LaGuirlande http://math.stackexchange.com/… “How often...
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From a random generator to a sample function

14/05/2013
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randomness10b This week-end, I wrote a post since I had some trouble to generate a sample random sample with R, to reproduce one obtained by a co-author, with SAS (generated using Fishman and Moore (1982) used in function RANUNI). I was lucky since another contributor for that book, Christrophe Dutang, got the anwer to the last...
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Retour au Franc (back to the 70′s)

12/05/2013
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1_franc_état_français_revers L’autre jour, en regardant des catalogues de jeux avec les enfants, je me suis fait la réflexion que les prix des jouets (en dollars canadiens) me faisaient penser au prix des jouets (en francs) quand j’étais petit. Je me suis souvenu d’un Noël où mon père me demandait si je voulais vraiment le truc-que-j’ai-depuis-oublié...
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Posted in Economics, R | 6 Comments »

Somewhere else, part 52

11/05/2013
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earth-scaled1000 The most interesting post read those past days is, without any doubt, “Liberal Wonk Blogging Could Be Your Life” http://nextnewdeal.net/rorybomb/… by rortybomb (which is some kind of answer to http://peterfrase.com/…).  This post was mentioned in “In Praise of Econowonkery” http://krugman.blogs.nytimes.com/… (discoverd via MarkThoma and DEAGiles) but I strongly recommand to read the original post,...
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Playing cards, with R

11/05/2013
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cards-hasard-random In my courses on R, I usually show how to insert a picture as a background for a graph. But it is also to see the picture as an object, and to insert it in a graph everywhere we like to see it, as explained on the awesome blog http://rsnippets.blogspot.ca/…. (in a post published...
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Posted in Graphics, R | No Comments »

Reproducibility and randomness

11/05/2013
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hasard With Stéphane Tufféry, we were working this week on a chapter of a book, entitled Statistical Learning in Actuarial Science. The chapter should be based on R functions, and we wanted to reproduce some outputs he previously obtained with SAS. The good thing is that even complex functions (logistic regression, regression trees, etc) produce...
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Posted in R, Randomness, SAS | 7 Comments »

Somewhere else, part 51

08/05/2013
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15237066-earth-with-relief-stylized-continents-surrounded-by-a-wired-network Series of links to (interesting) posts and articles “Life in the City Is Essentially One Giant Math Problem” http://smithsonianmag.com/ideas-innovations/… “Reinhart-Rogoff’s Lesson for Economists” http://bloomberg.com/news/… via econoclaste and MarkThoma discussion on “Batman Equation” http://math.stackexchange.com/… via mathematicsprof and Econo_Stats see also http://wolframalpha.com/?i=batman+equation … see  5,000,000 datasets http://www.quandl.com/  available via function Quandl in R, see http://econometricsbysimulation.com/… via rbloggers “When a person...
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Poisson regression on non-integers

07/05/2013
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DoreNoir-poisson In the course on claims reserving techniques, I did mention the use of Poisson regression, even if incremental payments were not integers. For instance, we did consider incremental triangles > source("http://perso.univ-rennes1.fr/arthur.charpentier/bases.R") > INC=PAID > INC=PAID-PAID > INC 3209 1163 39 17 7 21 3367 1292 37...
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Posted in 2013, ACT2040, Actuarial science, GLM, GLM, Hiver, IBNR, R, Regression | No Comments »

La belle-mère et la bataille

04/05/2013
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set-jeu-de-societe-format-voyage-boite-bois-mikado-des-dominos-cartes Ce soir, les enfants voulaient lancer une partie de bataille dix minutes avant de souper. Devant mon peu d’enthousiasme (on ne sait jamais trop quand ce genre de parties finissent), ma belle-mère a suggéré qu’au lieu de jouer à deux (comme le voulaient les deux grands), on devrait jouer à quatre, et comme ça,...
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Posted in Probability, R | 2 Comments »

Somewhere else, part 51

04/05/2013
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earth-3d Some posts and articles, discovered this week on the internet, “3 Reasons Why Your Predictions Of The Future Will Go Wrong” http://fastcoexist.com/mba/… The Folk Theorem of Statistical Computing, according to ‏StatModeling “When you have computational problems, often there’s a problem with your model“ http://andrewgelman.com/… “Microfounded Social Welfare Functions” http://mainlymacro.blogspot.ca/… via TweetEcon interesting survey, http://embruns.net/logbook/… on embruns‘s (awesome)...
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May the 4th (be with you)

04/05/2013
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kitty-jedi-star-wars Today is a special day, for all us who did grow up with Star Wars, And on the internet, one can easily found serious posts, related to Star Wars, for instance, a series of posts on quantifying Stars Wars, with part I, http://theskepticalstatistician.blogspot.ca/…, part II, http://theskepticalstatistician.blogspot.ca/…  and http://theskepticalstatistician.blogspot.ca/…, and finally part III, http://theskepticalstatistician.blogspot.ca/…, for statisticians. One can also read...
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LaTeX in R graphs

03/05/2013
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maths-dice-de A nice post was recently published on the rsnippets blog, about the tikzDevice R package. This package is – indeed – awesome. Even if it has been removed from the CRAN website. Of course, it can be download from the archive folder, on http://cran.r-project.org/…, but also (for a more recent version)  on http://download.r-forge.r-project.org/…. But first,...
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Posted in Graphics, LaTeX, R | 2 Comments »

Animation, from R to LaTeX

03/05/2013
By
copF Just a short post, to share some codes used to generate animated graphs, with R. Assume that we would like to illustrate the law of large number, and the convergence of the average value from binomial sample. We can generate samples  using > n=200 > k=1000 > set.seed(1) > X=matrix(sample(0:1,size=n*k,replace=TRUE),n,k) Each row  will be...
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Posted in LaTeX | 7 Comments »

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