PirateGrunt

#==================================================================================================
# User-friendly constructor
# This is a giant pile of code which basically does the following:
#   * Ensure that we have a proper date for the loss period start
#   * Ensure that we have a column for the development lag
#   * Once those have been established, create columns for loss period start and end, create a column
#       for development period (based on lubridate Period class), compute the evaluation date.
Triangle = function(TriangleData
                    , TriangleName
                    , LossPeriodType = "accident"

PirateGrunt

data(NAIC)
bigCompany = as.character(NAIC[which(NAIC$CumulativePaid == max(NAIC$CumulativePaid)),"GroupName"])

df.BigCo = subset(NAIC, GroupName == bigCompany)
df.UpperTriangle = subset(df.BigCo, DevelopmentYear <=1997)

MeasureName = colnames(df.UpperTriangle)[5:10]
MeasureMeta = data.frame(MeasureName = as.character(MeasureName), Cumulative = as.character(c(rep("Cumulative", 2), rep("Neither", 4))))
rm(MeasureName)

PirateGrunt

#File created 1/31/13 
 
#contains R code to
 #-read in Kaggle Competition Titanic Data csv file
 #-create a simple logistic regression model
 #-make predictions on training and test data
 #-write out test predictions to csv file
 #
 #Replace the <your path here> with the full path to your copy of train and test csv files.
 ###################################################################################

PirateGrunt

/* udfBeginningOfYear **********************************************************/
IF OBJECT_ID (N'udfBeginningOfYear') IS NOT NULL
    DROP FUNCTION udfBeginningOfYear
GO

CREATE FUNCTION udfBeginningOfYear  (@DateIn datetime)
RETURNS datetime
AS
BEGIN

PirateGrunt

DECLARE @TestDate datetime

SET @TestDate = CAST('08-15-2000' AS datetime)

SELECT dbo.udfBeginningOfYear(@TestDate) AS BeginningOfYear
  , dbo.udfEndOfYear(@TestDate) AS EndOfYear
	, dbo.udfBeginningOfSemi(@TestDate) AS BeginningOfSemi
	, dbo.udfEndOfSemi(@TestDate) AS EndOfSemi
	, dbo.udfBeginningOfQuarter(@TestDate) AS BeginningOfQuarter
	, dbo.udfEndOfQuarter(@TestDate) AS EndOfQuarter

PirateGrunt

someFunction = function(y, data = NULL)
{
  arguments <- as.list(match.call())
  y = eval(arguments$y, data)
  sum(y)
}

myData = data.frame(A = c(1,2,3), B = c(10,9,8))

someFunction(A, data=myData)

PirateGrunt

myData = data.frame(State = c("NY","NY", "TX", "TX")
                    , Premium = c(100,200,150,75)
                    , Loss = c(80,175,80,80))
myData

moreData = data.frame(Premium = myData$P, Loss = myData$L)
moreData
rm(moreData)

colNames = c("Premium", "Loss")

PirateGrunt

sourceFiles = "https://raw.github.com/PirateGrunt/MRMR/master/R/NAIC.R"

dummy = lapply(paste0(myDirectory, sourceFiles), source)
rm(myDirectory, sourceFiles, dummy)

dfAuto = GetNAICData(dataSetName = "comAuto_pos.csv")
dfWC =  GetNAICData(dataSetName = "wkcomp_pos.csv")
dfGL =  GetNAICData(dataSetName = "othliab_pos.csv")
dfProd =  GetNAICData(dataSetName = "prodliab_pos.csv")

PirateGrunt

# Get a set of "error" terms
set.seed(1234)
N = 100
E = rnorm(N, mean = 0, sd = 2)

lnLike = function(x, mu, sigma)
{
  n = length(x)
  lnLike = -n / 2 * log(2*pi)
  lnLike = lnLike - n/2 * log(sigma ^2)

PirateGrunt

kids1 = as.array(c("Bob", "Joe"))
kids2 = as.array(c("Steve", "Beth", "Kim"))

setClass("person", representation(name="character", age="numeric", children = "list"))

setMethod(
  f = "[",
  signature="person",
  definition=function(x,i,j,...,drop=TRUE){ 
    initialize(x, name=x@name[i], age = x@age[i], children = list(x@children[i]))