Blog Archives

Communicating Risk and Uncertainty

January 20, 2015
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Communicating Risk and Uncertainty

David Spiegelhalter gave a fascinating talk on Communicating Risk and Uncertainty to the Public & Policymakers at the Grantham Institute of the Imperial College in London last Tuesday.In a very engaging way David gave many examples and anecdotes fr...

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Extended Kalman filter example in R

January 13, 2015
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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 sta...

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Kalman filter example visualised with R

January 6, 2015
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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 tem...

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Notes from the Kölner R meeting, 12 December 2014

December 16, 2014
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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 ...

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Next Kölner R User Meeting: Friday, 12 December 2014

December 9, 2014
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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 p...

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Measuring temperature with my Arduino

December 2, 2014
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Measuring temperature with my Arduino

It is really getting colder in London - it is now about 5°C outside. The heating is on and I have got better at measuring the temperature at home as well. Or, so I believe.Last week's approach of me guessing/feeling the temperature combined with an...

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How cold is it? A Bayesian attempt to measure temperature

November 25, 2014
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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 the...

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First steps with ChainLadder: Import triangle from Excel into R

November 18, 2014
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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...

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Unknown pleasures

November 11, 2014
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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...

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Phase plane analysis in R

November 4, 2014
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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...

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