Publications by Markus Gesmann
Phase plane analysis in R
The forthcoming R Journal has an interesting article about phaseR: An R Package for Phase Plane Analysis of Autonomous ODE Systems by Michael J. Grayling. The package has some nice functions to analysis one and two dimensional dynamical systems. As an example I use here the FitzHugh-Nagumo system introduced earlier:begin{align}dot{v}...
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Unknown pleasures
Have I missed unknown pleasures in Python by focusing on R? A comment on my blog post of last week suggested just that. Reason enough to explore Python a little. Learning another computer language is like learning another human language – it takes time. Often it is helpful to start by translating from the new language back into the ...
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First steps with ChainLadder: Import triangle from Excel into R
Taking the first step is often the hardest: getting data from Excel into R. Suppose you would like to use the ChainLadder package to forecast future claims payments for a run-off triangle that you have stored in Excel.How do you get the triangle into R and execute a reserving function, such as MackChainLadder?Well, there are many ways...
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How cold is it? A Bayesian attempt to measure temperature
It is getting colder in London, yet it is still quite mild considering that it is late November. Well, indoors it still feels like 20°C (68°F) to me, but I have been told last week that I should switch on the heating. Luckily I found an old thermometer to check. The thermometer showed 18°C. Is it really below 20°C? The thermometer...
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Next Kölner R User Meeting: Friday, 12 December 2014
The next Cologne R user group meeting is scheduled for this Friday, 12 December 2014.We have an exciting agenda with two talks on Julia and Dynamic Linear Models:Introduction to Julia for R UsersHans Werner BorchersJulia is a high-performance dynamic programming language for scientific computing, with a syntax that is familiar to users of other t...
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Notes from the Kölner R meeting, 12 December 2014
Last week’s Cologne R user group meeting was the best attended so far, and it was a remarkable event – I believe not a single line of R code was shown. Still, it was an R user group meeting with two excellent talks, and you will understand shortly why not much R code needed to be displayed.Introduction to Julia for R UsersDownload...
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Kalman filter example visualised with R
At the last Cologne R user meeting Holger Zien gave a great introduction to dynamic linear models (dlm). One special case of a dlm is the Kalman filter, which I will discuss in this post in more detail. I kind of used it earlier when I measured the temperature in my room. Over the last week I came across the wonderful quantitative economi...
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Extended Kalman filter example in R
Last week’s post about the Kalman filter focused on the derivation of the algorithm. Today I will continue with the extended Kalman filter (EKF) that can deal also with nonlinearities. According to Wikipedia the EKF has been considered the de facto standard in the theory of nonlinear state estimation, navigation systems and GPS.Kalman filterI h...
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googleVis version 0.5.8 released
We released googleVis version 0.5.8 on CRAN last week. The update is a maintenance release for the forthcoming release of R 3.2.0. Screen shot of some of the Google ChartsNew to googleVis? The package provides an interface between R and the Google Charts Tools, allowing you to create interactive web charts from R without uploading you...
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R in Insurance 2015: Registration Opened
The registration for the third conference on R in Insurance on Monday 29 June 2015 at the University of Amsterdam has opened. This one-day conference will focus again on applications in insurance and actuarial science that use R, the lingua franca for statistical computation. The intended audience of the conference includes both acade...
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