© Lloyd’s 1

< Picture to go here >

© Lloyd’s 1

Sharing Data AnalysisBetween R and non-R Users

© Lloyd’s 2

Sharing Data Analysis

Overview

► Lloyd’s Internal Model

► The Problem

► R Analysis

► Excel Analysis

► Reports

► Future Work

► Acknowledgements

© Lloyd’s 3

► Generate stochastic insurance losses

► Apply to the Lloyd’s Market

► Output results

► Analyse output and generate reports

Lloyd’sInternalModel

~185GB per run

© Lloyd’s 4

The Problem

► Limited sharing

► Repetition

CSV

► Untested

► Undocumented

© Lloyd’s 5

R Analysis Analysis & Reporting Tools (ART)

► R Packages

► Continuous Integration

► R Server

► Excel Add-In

© Lloyd’s 6

R Analysis Analysis

InformationName, Description, Author, Date

DatasetsInputs and Results (by run ID)

External (GitHub: by repo & commit)

ContentCode to Execute (wrapped in a function)Standard Output (data.frame/data.table)

FormatBy Column, Row or Cell

Labels (text, number, percent)

© Lloyd’s 7

An analysis is an S4 class

► Create using new()

R Analysis

#' Top n Syndicates#' #' The n largest syndicates based on benchmark capital#' #' @usage top_n_syndicates#' @format An ART analysis#' #' @param Run_Request A CCK run request ID for a syndicate run#' @param n The number of syndicates#' #' @author Chad Goymer \email{chad.goymer@@lloyds.com}#' @exporttop_n_syndicates <- new("analysis", name = "Top n Syndicates", description = "The n largest syndicates based on benchmark capital", author = "Chad Goymer", date_created = "2014-08-13")

© Lloyd’s 8

► Functions get and set slots

► Validation is applied automatically

R Analysis

datasets(top_n_syndicates) <- list( benchmark = c(dataset = "BenchmarkSyndicateLoss_Synd_Sim_Percentile_05"))

content(top_n_syndicates) <- function(benchmark, n = 10){ result <- benchmark %>% mutate(Synd = factor(Synd)) %>% select(Synd, Benchmark = Value) %>% mutate(Benchmark = -1 * Benchmark) %>% top_n(n) format <- c("number", "large_number") return(list(data = result, formats = list(columns = format)))}

© Lloyd’s 9

► Run using the execute() function

► Get the datasets and run the content

R Analysis

> execute(top_n_syndicates, cck_run = 9836, n = 5)Searching for BenchmarkSyndicateLoss_Synd_Sim_Percentile_05 in P:\55884Reading model result BenchmarkSyndicateLoss_Synd_Sim_Percentile_05$data Synd Benchmark 1 1000 99900000 2 2000 88800000 3 3000 77700000 4 4000 66600000 5 5000 55500000

$formats$formats$columns[1] "number" "large_number"

© Lloyd’s 10

R Analysis Analyses are:

► Stored in a package (ARTanalyses)

► Tested using testthat

► Documented using roxygen2 & staticdocs

► Version controlled using git & GitHub

► Deployed by Bamboo

© Lloyd’s 11

R Analysis GitHub

site-library

ART Server

New/changedanalyses Deploy package

& documentation if tests pass

All R installations use same library of packages

Excel Add-In

© Lloyd’s 12

► Select an analysis

► Specify parameters

► Executes on ART server

► Presents the results according to specified format

Excel Analysis

© Lloyd’s 13

Excel Analysis

© Lloyd’s 14

Excel Analysis

© Lloyd’s 15

Excel Analysis

© Lloyd’s 16

► Can generate Excel reports

► But, there is another way…

Reports

Presentation

InformationName, Description, Author, Date

Analysis ResultsSpecify requirements

Validate before execution

ContentCode to execute (wrapped in a function)

© Lloyd’s 17

► Presentation is also an S4 class

► Stored in a package (ARTpresentations)

Reports

#' Simple Table#' #' Presents a table in markdown format for HTML reports#' #' @param data (required) data.frame to be presented as a table#' @param header character vector header names to replace data column names#' @param formats list specifying formatting hints for each column#' @param use_rownames (Default FALSE) Whether to output rownames#' @author Chad Goymer \email{chad.goymer@@lloyds.com}#' @export simple_table <- new("presentation", name = "Simple Table", description = "Presents a table in markdown format for HTML reports", author = "Chad Goymer", date_created = "2013-09-26")

© Lloyd’s 18

► Specifiy valid analysis resultsReports

parameter_validation(simple_table) <- function(params){ valid = TRUE if ("formats" %in% names(params) && "columns" %in% params$formats){ valid <- c(valid, identical(length(params$formats$columns), ncol(params$data))) valid <- c(valid, all(params$formats$columns %in% c("number", "large_number", "small_number", "percent", "text", "header", "footer", "bold", "italic"))) } } return(all(valid))}

© Lloyd’s 19

► Specifiy content

► Can use execute() to run standalone

► Can also be combined with an analysis…

Reports

content(simple_table) = function( data, header, formats, use_rownames = FALSE) { require(knitr, quietly = TRUE) <...apply specified formats to data...> return(kable(data, format = "markdown", align = align, row.names = FALSE))}

© Lloyd’s 20

ReportsReport Element

Analysis Presentation

► An analysis may be presented in multiple ways

► A presentation can be applied to multiple analyses

© Lloyd’s 21

Reports

report_element("top_n_syndicates", "simple_table", cck_run = 9836, n = 5)

| Synd| Benchmark||----:|----------:|| 1000| 99,900,000|| 2000| 88,800,000|| 3000| 77,700,000|| 4000| 66,600,000|| 5000| 55,500,000|

© Lloyd’s 22

Reports Report

Analysis Presentation

Analysis Presentation

© Lloyd’s 23

ReportsSyndicate Summary=================

Top 5 Syndicates----------------The table below shows the top ten syndicates based in the benchmark capital requirement.

```{r top_5_synds_table}report_element("top_n_syndicates", "simple_table", cck_run = report_datasets$run_request, n = 5)```

The graph below shows the top ten syndicates based in the benchmark capital requirement.

```{r top_5_synds_graph}report_element("top_n_syndicates", "bar_chart", cck_run = report_datasets$run_request, n = 5)```

© Lloyd’s 24

► Report is also an S4 class

► Stored in a package (ARTreports)

Reports

#' Top 5 Syndicates#' #' Comparing the largest syndicates by benchmark capital#' #' @param cck_run A society run request ID#' @author Chad Goymer <chad.goymer@@lloyds.com>#' @exporttop_5_syndicates <- new("report", name = "Top 5 Syndicates", description = "Comparing the largest syndicates by benchmark capital", author = "Chad Goymer", date_created = "2014-08-13")

definition(top_5_syndicates) <- "top_5_syndicates.Rmd"

© Lloyd’s 25

Reports

© Lloyd’s 26

Summary Formal definition of an analysis

► Testing & documenting made easy

► Sharing automatically

► Available to R and Excel users

Flexible Reports

► Combine an analysis with a presentation

► Create reports using report elements

► (Re)generate reports in HTML & Word

© Lloyd’s 27

Future Work Shiny!

► Create interactive reports

© Lloyd’s 28

Acknowledements Mango: R packages design & development

► Gemma Stephenson

► Aimee Gott

Riskcare: ART server and Excel Add-In

► David Grierson

► Bobby Jagdev