R package for Computational Actuarial Science

A webpage for the book is now hosted on

http://cas.uqam.ca/

So far, it is a very basic page, but information regarding the package can be found there. For instance, to install the package, with all the datasets, the R code is

> install.packages("CASdatasets", repos = "http://cas.uqam.ca/pub/R/")

The reference manual provides a description of all datasets.


OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (September 29, 2014). R package for Computational Actuarial Science. Freakonometrics. Retrieved July 12, 2024 from https://doi.org/10.58079/ouwy


19 thoughts on “R package for Computational Actuarial Science”

  1. Hi, I’m trying to import DataMortality.csv from chap 10 – survival analysis, but I don’t have it. I installed CASdatasets and ran the library, but when I search into the list, there isn’t such thing as ‘DataMortality’. Did you change the names? If so, can you tell me what’s the new dataset name? Thx

  2. Hi Arthur! In Chapter 14, section 14.1.3 there is reference to dataset CONTRACTS and CLAIMS. Is this somewhere available?

    (contract and client information from French unknown private insurer, as well as claim ID and indemnity from same company).

    Thank you.

  3. I am studying chapter 10 (survival analysis), but I cannot figure out where to load DataMortality.csv . Thank you for your help.

      1. Hi Arthur, I’m trying to replicate the application (10.4.3.1) from Whittaker{Henderson Smoother Techniques, but I cannot find the Q_Moment_h.txt to load. Thank in advance for your help.

  4. Hi Arthur,
    great book!
    Can I access to the data sets in survival chapter? Is the dataset ‘data\\DataMortality.csv’ (10.2.1 part of the book). I can’t find it also in the ‘survival’ package.
    Thanks!
    Best

  5. Hello Arthur.

    I’m very sorry, but I’m having some troubles with installing this package (whether I do it using “install.packages” code or uploading as a .tar.gz file). Here’s a screenshot of the problem:

    http://prntscr.com/iai8nq

    Thank you in advance.

  6. I do not know how to get extreme2datasince1899.csv or hurricanehist.csv file
    Let me know. How do I get it? please

  7. I do not know how to get extreme2datasince1899.csv or hurricanehist.csv file
    Let me know. How do I get it, please

  8. Running windows 7, unable to install either

    > install.packages(“CASdatasets”, repos = “http://cas.uqam.ca/pub/R/”)
    Installing package into ‘C:/Users/si557108/Documents/R/win-library/3.1’
    (as ‘lib’ is unspecified)
    Warning in install.packages :
    cannot open: HTTP status was ‘404 Not Found’
    Warning in install.packages :
    cannot open: HTTP status was ‘404 Not Found’
    Warning in install.packages :
    unable to access index for repository http://cas.uqam.ca/pub/R/bin/windows/contrib/3.1

    package ‘CASdatasets’ is available as a source package but not as a binary

    Warning in install.packages :
    package ‘CASdatasets’ is not available (for R version 3.1.2)

    Regards
    JP

          1. Yeah I tried the link about 10 hours ago and wouldn’t open. It’s working now though thanks.

  9. Hello Arthur
    Having purchased a copy of your text, I am having difficulty accessing the site http://cas.uqam.ca/ – and installing the package under R version 3.1.2.
    Would you please advise on how I can complete these tasks?
    Thanking you in anticipation.
    Best regards,
    Jay

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