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OwnR introduction

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Page 1: OwnR introduction

1ownR suite - The enterprise R environment

ownR suiteThe enterprise R environment

Contact:

David Kun

[email protected]

Page 2: OwnR introduction

2ownR suite - The enterprise R environment

Contents

1. Problem statement

2. Solution outline

1. R as a platform for quants and actuaries

2. R as a platform for production

3. Call R from other programs

3. The ownR product suite

4. Q&A

Page 3: OwnR introduction

3ownR suite - The enterprise R environment

Problem statement

Do you install R on each PC and laptop you use?

Do you reconfigure everything every time?

Do you e-mail your code and get unexpected results?

Do you have trouble trying to reproduce earlier work?

Do you run your reports manually and “4-eye” them?

Are quants needed whenever someone needs your R tools?

Do you receive sufficient support for your R tools?

Challenges using R in an enterprise

Page 4: OwnR introduction

4ownR suite - The enterprise R environment

R as a platform

You can use R from anywhere via a web browser

All the freedom you are used to and more

Document your models in Latex integrated with R

Your installed packages remain available

Install your internal packages just like from CRAN

Reproduce older results with integrated version control

Share the results on the intranet with non-technical audience

For quants and actuaries

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5ownR suite - The enterprise R environment

R as a platform

Professional IT-supported environment

Quality assurance through strict deployment process

Separate environments for development, testing and production

Smooth process thanks to automated testing and deployment

Automate your periodical reports via scheduling

Separate projects for security and maintenance

For production

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6ownR suite - The enterprise R environment

R made available

Call R functions without knowing R

Integrate with your existing tools via REST API

Access your packages, scripts, functions from

VBA (Excel, Access, etc.)

Java and C++ (AFM, MoSes, Prophet, etc.)

BI (Cognos, Business Objects, HFM, etc.)

SAP, SimCorp, etc.

To call from other programs

Page 7: OwnR introduction

7ownR suite - The enterprise R environment

The ownR product suite

The enterprise R platform

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8ownR suite - The enterprise R environment

The ownR product suite

laiR:

Searchable repositories combining CRAN, Bioconductor and

private packages

Demo available at lair.ownr.io (get in touch for credentials)

roveR:

Install packages and their dependencies into a container

Create your packages and upload them to your laiR

Open source (available via lair.functionalfinances.com)

exposeR:

REST API for R to enable function calls from outside of R

Getting you there

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9ownR suite - The enterprise R environment

How does it work?

Division of labour

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10ownR suite - The enterprise R environment

How does it work?

Stakeholders and benefits