Publications by arthur charpentier

Removing Uncited References in a Tex File (with R)

18.10.2014

Last week, with @3wen, we were working a the revised version of our work on smoothing densities of spatial processes (with edge correction). Usually, once you have revised the paper, some references were added, others were droped. But you need to spend some time, to check that all references are actually mentioned in the paper. For instance, cons...

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Kernel Density Estimation with Ripley’s Circumferential Correction

21.10.2014

The revised version of the paper Kernel Density Estimation with Ripley’s Circumferential Correction with Ewen Gallic is now online, on hal.archives-ouvertes.fr/. In this paper, we investigate (and extend) Ripley’s circumference method to correct bias of density estimation of edges (or frontiers) of regions. The idea of the method was theoret...

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Extracting datasets from excel files in a zipped folder

30.10.2014

The title of the post is a bit long, but that’s the problem I was facing this morning: importing dataset from files, online. I mean, it was not a “problem” (since I can always download, and extract manually the files), more a challenge (I should be able to do it in R, directly). The files are located on ressources-actuarielles.net, in a z...

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Shapefiles from Isodensity Curves

03.11.2014

Recently, with @3wen, we wanted to play with isodensity curves. The problem is that it is difficult to get – numerically – the equation of the contour (even if we can easily plot it). Consider the following surface (just for fun, in order to illustrate the idea) > f=function(x,y) x*y+(1-x)*(1-y) > u=v=seq(0,1,length=21) > v=seq(0,1,length=11)...

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Excel (and French people) are such a pain in the…

06.11.2014

A few days ago, I published a post entitled extracting datasets from excel files in a zipped folder, because I wanted to use datasets that were online, in some (zipped) excel format. The first difficult part was the folder with a non-standard character (the French é). Because next week I should be using those dataset in a crash course in Gabon (...

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Reinterpreting Lee-Carter Mortality Model

18.11.2014

Last week, while I was giving my crash course on R for insurance, we’ve been discussing possible extensions of Lee & Carter (1992) model. If we look at the seminal paper, the model is defined as follows Hence, it means that This would be a (non)linear model on the logarithm of the mortality rate. A non-equivalent, but alternative expression ...

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Confidence vs. Credibility Intervals

26.11.2014

Tomorrow, for the final lecture of the Mathematical Statistics course, I will try to illustrate – using Monte Carlo simulations – the difference between classical statistics, and the Bayesien approach. The (simple) way I see it is the following, for frequentists, a probability is a measure of the the frequency of repeated events, so the int...

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Subjective Ways of Cutting a Continuous Variables

02.12.2014

You have probably seen @coulmont‘s maps. If you haven’t, you should probably go and spend some time on his blog (but please, come back afterwards, I still my story to tell you). Consider for instance the maps we obtained for a post published in Monkey Cage, a few months ago, The codes were discussed on a blog post (I spent some time on the e...

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Names in the U.S., from James Smith to Jose Rodriguez

07.12.2014

Two weeks ago, @mona published an interesting post on her blog, about a difficult question, What’s The Most Common Name In America? There were stats about first names, in the U.S., and last names, too. Those informations are – somehow – easy to get. But usually, it is more complicated to get the first and the last name together. For confide...

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An automatic code to extract tweets (and to produce the “Somewhere else” review)

03.01.2015

A few weeks ago, I ask in a post the (simple) question “dear reader, who are you?” just to know more about the readers of my blog. I found that extremely interesting (even if – to be honest – I was expecting more answers to start a more serious sociological study of the readers of my blog). And an interesting point was that a lot of reade...

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