Just a quick note that CRAN now has the updated version 3.1.0 of the revss package. As always, I want to thank the CRAN team, and specifically Dr. Uwe Ligges, for their tireless work! ∞
Major Update for revss Package for R – v3.1.0
The revss Package for R Receives Major Update to Version 3.1.0 This is a big one! The revss package for R, which provides robust estimation for small samples, received a major, breaking update. The entire calculation engine was rewritten, new functionality added, and massive Monte Carlo analyses were run to calculate bias reduction factors. It Read the full article…
MBBEFDLite has its mature release
The MBBEFD Distribution After two years, the MBBEFDLite package for R is finally mature! As a brand-new actuary, in my first job, I had the privilege of working with Dr. Stefan Bernegger at Swiss Reinsurance. Albeit I did not have much to do with him—I was a one-exam, no experience new actuary and he was Read the full article…
Updated WordPress citation package
With the sad passing of Dr. Nick Higham, I remembered that he commented on one of my blog posts. However, when I tried to access the post, I received a critical WordPress error. It turns out that the papercite package is unsupported for modern WordPress. I therefore switched to using teachPress. While not exactly the Read the full article…
Updating Style Guide
After much deliberation, I have updated my personal R code style guide to no longer mandate functions begin with uppercase letters. While I still feel there is value in being able immediately differentiate functions from variables, too much of base R does not follow that convention and one loses more than one gains in enforcing Read the full article…
Reduce Dependency Hell: from testthat to tinytest
For my handful of followers, you may have noticed something strange. Over the past two days, I released updates to all four of my packages on CRAN. I decided to practice what I preach and actively reduce dependency hell by moving from testhat to tinytest. I have been programming for over 20 years, and continue Read the full article…
Building R 4.2 for Windows with OpenBLAS
This post outlines the steps needed for building R 4.2 for Windows with OpenBLAS using the the new Rtools42 build system. With the soon-to-be released new UCRT toolchain for building R on Windows, the build process changes once again. First and foremost, we Windows users owe a deep debt of gratitude first to Duncan Murdoch Read the full article…
Building R 4+ for Windows with OpenBLAS
This post outlines the steps needed to build R 4+ for Windows with OpenBLAS. The release of R 4.0 includes significant changes to the Windows build system from prior versions—for the better! Before anything, we all owe Jeroen Ooms significant gratitude for the many hours he spent working on the build system. Thank you, Jeroen!! Read the full article…
The Need for Speed Part 2: C++ vs. Fortran vs. C
Searching for Speed In my previous post, I described the method I use for compiling Fortran (or C) into an R package using the .Call interface. This post will compare the speed of various implementations of the layer loss cost function. The Function Often, insurance or reinsurance is bought in stratified horizontal layers. For example, Read the full article…
The Need for Speed Part 1: Building an R Package with Fortran (or C)
Searching for Speed Everyone who has ever used R has, at one time or another, wished for an increase in R’s speed. If you haven’t, you’re not using R hard enough! Recently, as part of some research on credibility, I was calculating layer loss costs for millions of simulated loss observations. As I progressed, the Read the full article…
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