Interactive pivot tables with R

31 Mar 2015 07:59 , , , 16 comments
I love interactive pivot tables. That is the number one reason why I keep using spreadsheet software. The ability to look at data quickly in lots of different ways, without a single line of code helps me to get an understanding of the data really fast.

Perhaps I can do the same now in R as well. At yesterday's LondonR meeting Enzo Martoglio presented briefly his rpivotTable package. Enzo builds on Nicolas Kruchten's PivotTable.js JavaScript library that provides drag'n'drop functionality and wraps it with htmlwidget into R. The result is an interactive pivot table rendered in either your default browser or the viewer pane of RStudio with one line of code:


## Install packages
library(devtools)
install_github("ramnathv/htmlwidgets") 
install_github("smartinsightsfromdata/rpivotTable")
## Load rpivotTable
library(rpivotTable)
data(mtcars)
## One line to create pivot table
rpivotTable(mtcars, rows="gear", col="cyl", aggregatorName="Average", 
vals="mpg", rendererName="Treemap")

The following animated Gif from Nicolas' project page gives an idea of the interactive functionality of PivotTable.js.

Example of PivotTable.js Source: Nicolas Kruchten

Session Info

R version 3.1.3 (2015-03-09)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.10.2 (Yosemite)

locale:
[1] en_GB.UTF-8/en_GB.UTF-8/en_GB.UTF-8/C/en_GB.UTF-8/en_GB.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils    
[5] datasets  methods   base     

other attached packages:
[1] rpivotTable_0.1.3.4

loaded via a namespace (and not attached):
[1] digest_0.6.8      htmltools_0.2.6  
[3] htmlwidgets_0.3.2 RJSONIO_1.3-0    
[5] tools_3.1.3       yaml_2.1.13

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ChainLadder 0.2.0 adds Solvency II CDR functions

24 Mar 2015 07:18 , , , No comments
ChainLadder is an R package that provides statistical methods and models for claims reserving in general insurance.

With version 0.2.0 we added new functions to estimate the claims development result (CDR) as required under Solvency II. Special thanks to Alessandro Carrato, Giuseppe Crupi and Mario Wüthrich who have contributed code and documentation.

New Features

  • New generic function CDR to estimate the one year claims development result. S3 methods for the Mack and bootstrap model have been added already:
    • CDR.MackChainLadder to estimate the one year claims development result of the Mack model without tail factor, based papers by Merz & Wüthrich (2008, 2014)
    • CDR.BootChainLadder to estimate the one year claims development result of the bootstrap model.
  • New function tweedieReserve to estimate reserves in a GLM framework, including the one year claims development result.
  • Package vignette has a new chapter on One Year Claims Development Result
  • New example data MW2008 and MW2014 form the Merz & Wüthrich (2008, 2014) papers

Changes

  • Source code development moved from Google Code to GitHub
  • as.data.frame.triangle now gives warning message when dev. period is a character.
  • Alessandro Carrato, Giuseppe Crupi and Mario Wüthrich have been added as authors, thanks to their major contribution to code and documentation.
  • Christophe Dutang, Arnaud Lacoume and Arthur Charpentier have been added as contributors, thanks to their feedback, guidance and code contribution.

Examples

The examples below use the triangle of the 2008 Merz & Wüthrich paper and illustrate how the one year claims development result can be estimated using the new CDR function for output of MackChainLadder and BootChainLadder. Also the tweedieReserve function is demonstrated, which can estimate the one year CDR as well, by setting the argument rereserving to TRUE.

For further details see package vignette and the help pages of the respective functions.


References

Michael Merz and Mario V. Wüthrich. Modelling the claims development result for solvency purposes. CAS E-Forum, Fall:542–568, 2008

Michael Merz and Mario V. Wüthrich. Claims run-off uncertainty: the full picture. SSRN Manuscript, 2524352, 2014.

Session Info

R version 3.1.3 (2015-03-09)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.10.2 (Yosemite)

locale:
[1] en_GB.UTF-8/en_GB.UTF-8/en_GB.UTF-8/C/en_GB.UTF-8/en_GB.UTF-8

attached base packages:
[1] stats graphics grDevices utils datasets methods base     

other attached packages:
[1] ChainLadder_0.2.0 statmod_1.4.20 systemfit_1.1-14 lmtest_0.9-33    
[5] zoo_1.7-12        car_2.0-25     Matrix_1.1-5     

loaded via a namespace (and not attached):
 [1] acepack_1.3-3.3     actuar_1.1-8        cluster_2.0.1      
 [4] colorspace_1.2-6    digest_0.6.8        foreign_0.8-63     
 [7] Formula_1.2-0       ggplot2_1.0.0       grid_3.1.3         
[10] gtable_0.1.2        Hmisc_3.15-0        lattice_0.20-30    
[13] latticeExtra_0.6-26 lme4_1.1-7          MASS_7.3-39        
[16] mgcv_1.8-5          minqa_1.2.4         munsell_0.4.2      
[19] nlme_3.1-120        nloptr_1.0.4        nnet_7.3-9         
[22] parallel_3.1.3      pbkrtest_0.4-2      plyr_1.8.1         
[25] proto_0.3-10        quantreg_5.11       RColorBrewer_1.1-2 
[28] Rcpp_0.11.5         reshape2_1.4.1      rpart_4.1-9        
[31] sandwich_2.3-2      scales_0.2.4        SparseM_1.6        
[34] splines_3.1.3       stringr_0.6.2       survival_2.38-1    
[37] tools_3.1.3         tweedie_2.2.1

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R in Insurance: Abstract submission closes end of March

17 Mar 2015 07:14 , , No comments
Hurry! The abstract submission deadline for the 3rd R in Insurance conference in Amsterdam, 29 June 2015 is approaching soon.


You have until the 28th of March to submit a one-page abstract for consideration. Both academic and practitioner proposals related to R are encouraged. Please email your abstract of no more than 300 words (in text or pdf format) to r-in-insurance@uva.nl.

The intended audience of the conference includes both academics and practitioners who are active or interested in the applications of R in insurance.

Invited talks will be given by:
  • Prof. Richard Gill, Leiden University
  • Dr James Guszcza, FCAS, Chief Data Scientist, Deloitte - US
Details about the registration are given on the dedicated R in Insurance page at the University of Amsterdam.

Special thanks to our sponsors again: Rstudio, Cybea, Applied AI, Milliman, QBE, AEGON and Delta Lloyd Amsterdam.

Btw, notes from last year's conference were published in the R Journal.

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Notes from the Kölner R meeting, 6 March 2015

10 Mar 2015 22:14 , , , , , No comments
At last Friday's Cologne R user group meeting we welcomed two Northerners from the left and right (or 'right' and 'wrong') side of the Rhine.

Using R in Excel via R.NET

Günter Faes and Matthias Spix

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Günter and Michael presented examples of a new R Excel plugin 'Calidris' they developed using R.net. The plugin itself is written in C# and adds an R ribbon to Excel with pre-build functions.


In its current form the add-in is a proof of concept. It demonstrates in principal that functions based on R can be added to Excel. The version Günter and Michael demonstrated doesn't have a reactive functionality yet, i.e. updating a cell will not update the output of an R function automatically at the moment. Feel free to get in touch with them if you would like to know more about their project. You find their contact details on the last slide of their presentation.

Text Mining with R

Cornelius Puschmann

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Cornelius gave an engaging high-level overview on text mining with R, covering:
  • From natural language processing (NLP) to text mining
  • Building corpora
  • Latent semantic analysis (LSA)
  • Topic models/Latent Dirichlet allocation (LDA)
  • Sentiment analysis
  • Misc useful packages
My key take-aways were: text mining is a fairly recent and very active research topic, there is a lot more in text mining then pretty word clouds, and a good domain knowledge is crucial as many techniques don't provide clear answers and require the user to interpret to results.

A nice and illustrative example Cornelius presented at the end of his talk was the package gender by Linclon Mullen that uses historical US census data to predict the gender of people based on their first name. I have several colleagues with the name of 'Leslie' or 'Lesley'. Thanks to gender I know now that my male colleagues are more likely to be spelled 'Leslie' than 'Lesley' and that a person with either name is more likely to be female.
library(gender)
L1 <- gender("Leslie")
L2 <- gender("Lesley")
cbind(L1, L2)
                  L1       L2            
name              "Leslie" "Lesley"  
proportion_male   0.2222   0.0995     
proportion_female 0.7778   0.9005   
gender            "female" "female"
year_min          1932     1932         
year_max          2012     2012

Drinks and Networking

No Cologne R user group meeting would be complete without drinks and schnitzel at the Lux.
Photo: Günter Faes

Next Kölner R meeting

The next meeting will be Friday, 26 June. Note the new larger venue: Startplatz, Im Mediapark 5, Köln. We will have two talks:
  • Data Science at the Commandline (Kirill Pomogajko)
  • An Introduction to RStan and the Stan Modelling Language (Paul Viefers)
For more details see also our Meetup page. Thanks again to Bernd Weiß for hosting the event and Revolution Analytics for their sponsorship.

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Next Kölner R User Meeting: Friday, 6 March 2015

3 Mar 2015 07:36 , , , , , 3 comments
Koeln R
The next Cologne R user group meeting is scheduled for this Friday, 6 March 2015 and we have an exciting agenda with two talks, followed by networking drinks:

Using R in Excel via R.NET

Günter Faes and Matthias Spix

MS Office and Excel are the 'de-facto' standards in many industries. Using R with Excel offers an opportunity to combine the statistical power of R with a familiar user interface. R.net offers a user friendly interfaces to Excel; R functions work just like Excel functions and are basically hidden away.

Text Mining with R

Cornelius Puschmann

In addition to the analysis of numerical data, R is increasingly attractive for processing text as well. Cornelius will give a very brief overview of common text mining techniques and their corresponding R implementations, with a focus on useful applications in the social sciences. Techniques will include corpus creation and management (package tm), latent semantic analysis (package lsa), and topic models (package topicmodels), as well as sentiment analysis (experimental package syuzhet). Simple but useful routines such as automatically inferring the language of a text (package text cat , or the gender of a first name (package genderize) will also be briefly pointed out.

Drinks and Networking

The event will be followed by drinks and schnitzel at the Lux.

For further details visit our KölnRUG Meetup site. Please sign up if you would like to come along. Notes from past meetings are available here.

The organisers, Bernd Weiß and Markus Gesmann, gratefully acknowledge the sponsorship of Revolution Analytics, who support the Cologne R user group as part of their Matrix programme.


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