Publications by Allan Engelhardt
A warning on the R save format
The save() function in the R platform for statistical computing is very convenient and I suspect many of us use it a lot. But I was recently bitten by a “feature” of the format which meant I could not recover my data. How to lose your data with save() I am using Windows on my travel laptop and Linux on my workstation. To speed things up on ...
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Friday quote: what is the question to which this number is the answer?
John Kay muses on interpreting statistical data: Always ask of such data “what is the question to which this number is the answer?”. “Earnings before interest, tax, depreciation and amortisation on a like-for-like basis before allowance for exceptional restructuring costs” is the answer to the question “what is the highest profit numbe...
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5 common pitfalls of commercial analytics projects
We have 20 years of experience of big data environments within a variety of industries including Research, Banking, Insurance, and Telecommunications. We have especially worked with customer data: Marketing, Risk Management, customer segmentation and -profitability, and customer-driven product development. We have seen data mining and other analy...
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Commercial Analytics: The Capabilities
Commercial Analytics is the kind that makes money. From data to dollars, insights to income, this is all about how to run the business better. To do it and to do it well you need certain capabilities in place. This article builds a map of those business capabilities to help you assess, understand, and plan your business. Usually we talk about thi...
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R versus SAS/SPSS in corporations
A recent question on one of the LinkedIn groups about the advantages of using R over commercial tools like SAS or IBM SPSS Modeller drew lots of comments for R. We like R a lot and we use it extensively, but I also wanted to balance the discussion. R is great, but looking at commercial organizations near the end of 2011 it is not necessarily th...
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doSMP pulled
They have finally pulled that buggy unreliable piece of code that was doSMP from the CRAN mirrors while (I hear) Revolutions are re-writing it. To use all your cores for analysis on the Windows platform, you can try doSNOW instead; my code is something like the fragment below. Neither option is as attractive as doMC on anything-but-Windows plat...
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R code for Chapter 1 of Non-Life Insurance Pricing with GLM
Insurance pricing is backwards and primitive, harking back to an era before computers. One standard (and good) textbook on the topic is Non-Life Insurance Pricing with Generalized Linear Models by Esbjorn Ohlsson and Born Johansson (Amazon UK | US). We have been doing some work in this area recently. Needing a robust internal training cours...
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R code for Chapter 2 of Non-Life Insurance Pricing with GLM
We continue working our way through the examples, case studies, and exercises of what is affectionately known here as “the two bears book” (Swedish björn = bear) and more formally as Non-Life Insurance Pricing with Generalized Linear Models by Esbjörn Ohlsson and Börn Johansson (Amazon UK | US). At this stage, our purpose is to reprodu...
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When Big Data matters
Big can be a qualitative as well as a quantitative difference. The gas in the ill-fated Hindenburg airship, the gas that formed our Sun, and the gas that formed the Milky Way galaxy were just lumps of hydrogen atoms (with varying impurities). The difference was in the number of atoms. But that difference in numbers made the three structures into ...
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Analytics for Marketing online training 25 – 28 September 2012
I am excited to be giving the Analytics for Marketing online training course on 25-28 September 2012. Sign up before 25 August 2012 for the early bird discount. Update: For clarification, this is an online, instructor led training course. We are using the Cisco WebEx Training Center to provide the training room. This allows us to keep the inter...
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