Click here to load reader
Upload
david-kun
View
474
Download
0
Embed Size (px)
Citation preview
1ownR suite - The enterprise R environment
ownR suiteThe enterprise R environment
Contact:
David Kun
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
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
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
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
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
7ownR suite - The enterprise R environment
The ownR product suite
The enterprise R platform
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
9ownR suite - The enterprise R environment
How does it work?
Division of labour
10ownR suite - The enterprise R environment
How does it work?
Stakeholders and benefits