copyright ©1999-2007 insightful corporation. all rights reserved. 1 copyright ©1999-2008...

Copyright ©1999-2007Insightful Corporation. All Rights Reserved.

Company

Copyright ©1999-2007Insightful Corporation. All Rights Reserved. 5

About Insightful

Developers of since 1987


Where you can find us

Offices in:+ Seattle, WA (HQ)

+ New York, NY

+ RTP, NC

+ Basingstoke, England

+ Paris, France

+ Basel, Switzerland

+ Zurich, Switzerland

and distributors worldwide.

www.insightful.com


Award Winning Technology


Experience & Expertise

Leader in Statistical Data Analysis for over 20 years

Strong ties to financial services, life sciences and academic institutions

Collaborations with Industry, Standards and Regulatory Agencies


Solutions Focused

2004 – Purchased the S Language+ Incorporating enterprise-strength under programming

flexibility

Integrated, Complementary Solutions+ Life Sciences – Validated Environments

+ Financial Services – Data aggregators & Back-end systems

+ Marketing Analytics – BI/CRM systems and distributed data warehouses


S-PLUS Product Family

Integrating statistics, where and how needed+ Develop on the desktop, deploy to the server without re-

engineering

Flexible and rapid prototyping + Unique S language: develop sophisticated analytic

applications 5x faster

Communication through visualization and custom reporting+ Interactive publication quality graphics

Deriving value from large data sets+ Analyze gigabytes of data – even on the desktop


S-PLUS Enterprise Developer


S-PLUS Enterprise Developer•Integrate Statistics into Business Processes •Flexible and Rapid Prototyping •For statistical analysis and development of statistical applications•Improved Communication with Advanced Visualization and Custom Reports

Business Problems:• Long Development Cycles•Scarce Statistical resources•Difficulty implementing change•Lack of Comprehensive easy to use tools•Communication barriers between Business and Analysts


S-PLUS

S-PLUS®—Delivering the Knowledge to Act to Your Entire Organization

The practice of using analytics across all functional areas of the business enterprise is recognized as a key competitive advantage by market leaders across all industries. While any company can look at the simple statistics of its day-to-day operations, industry leaders are utilizing predictive analytics to identify or create and exploit their advantages in operations, customer management, production and research. That is why market leaders around the world use S-PLUS.


S-PLUS

S-PLUS delivers the advantages of an open architecture, scalability and flexibility to integrate advanced analytics into your everyday business processes. Superior graphic output and the ability to employ cutting edge statistics ensure you are armed with the knowledge to act at every critical decision point and clearly communicate to all audiences regardless of their level of technical expertise.

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Complex graphs, made easy

Link to S-PLUS 8 product information


S-PLUS® Enterprise Developer

S PROGRAMMING LANGUAGEThe award-winning S programming language is at the core of S-PLUS. The only language created specifically for exploratory data analysis and statistical modeling, the S programming language allows you to create statistical applications up to five times faster than with other languages.

Object-oriented, interpreted 4GL language

Interactive exploration and fast prototyping

Rich data structures: vector, matrix, array, data frame, list and many more

User-defined functions, objects, classes, methods and libraries

Library of over 4000 functions for data manipulation, graphics, statistical modeling, and integration

CSAN library of available packages

S-PLUS Workbench Development Environment

Graphical User Interface

Scalable Pipeline Architecture

Graphical Functions

Integration+ Data and graphics formats+ APIs and system interfaces

Statistical and Numerical Techniques+ Basic Statistics+ Hypothesis Tests and Confidence Intervals+ Regression+ Analysis of Variance+ Nonlinear Regression and Maximum

Likelihood+ Noparametric Regression+ Tree Models+ Correlated Data Analysis+ Resampling+ Multivariate Analysis+ Cluster Analysis+ Quality Control+ Power and Sample Size+ Survival Analysis+ Time Series Analysis+ Robust Statistics+ Missing Data+ Date, Time, and Calendar Data+ Mathematical Computations

Additional Libraries

Add-On Modules

0 100 200 300

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Solar Radiation (langleys)

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Temperature: 57.0 to 79.0 Temperature: 79.0 to 98.0

Temperature: 57.0 to 79.0 Temperature: 79.0 to 98.0

Wind: 2.3 to 9.7 Wind: 2.3 to 9.7

Wind: 9.7 to 21.3 Wind: 9.7 to 21.3

The Relationship between Radiation and Ozone

Relationships Between Sensors

Se

nso

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Compact Large Medium Small Sporty Van

Type of Vehicle

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Boxplots of Mileage by Vehicle Type


Workbench Features

Eclipse IDE+ Based on popular technology+ Shorten learning curve

Collaborate among your peers+ Easier to share projects across the working group+ Easier to work on multiple projects at once+ Utilize integration to popular code management systems

Debugger+ Step debugging and breakpoints+ Fully test and fix prior to deployment

Profiler+ Understand resource utilization to optimize code execution


S-PLUS Enterprise Server




Statistical analysis and development of statistical applications

Visual environment for developing analytic workflows

Insightful Miner

Deploy S-PLUS analytics




Deploy & integrate mission-critical analytic applications

S-PLUS Enterprise Server

Link to S-PLUS Enterprise Server product information

Insightful Miner


S-PLUS 8.0 Server Overview

Scalable

+Robust, efficient architecture for deployment

+Load Balance across cluster of servers

+64 bit platforms & non-memory-bound analyses for large data applications

+Synchronous & asynchronous access, queuing & scheduling of jobs

+Detailed logging and error reporting

+Basis for Insightful Solutions

Secure

+Single Sign-On/Pass-through Authentication via LDAP or Active Directory

+Supports encryption through HTTPS and SSL


S-PLUS 8.0 Server Overview

Conforms to IT Standards

+Services Oriented Architecture

+Documented C#/.NET, Java, JavaScript, HTTP/URL APIs and rich client examples

Cross-platform

+32 Bit: Windows, Solaris 8/9/10

+32 Bit & 64 Bit: Red Hat Linux 3,4, SUSE Linux 10

+64 Bit: HP-UX 11i. IBM AIX 5.x

Support for Batch processing


Basic Web Deployment Architecture

S-PLUS orInsightful Miner Developers

Tomcat

S-PLUS Server

S-PLUS Session

S-PLUS Session

S-PLUS Session

Web Server

HTML/JavaScript

HTTP

Server

WebDAVRepository

AnalyticLibraries

Business Users


Enterprise Web Deployment Architecture

S-PLUS orInsightful Miner Developers

Web Server

HTML/JavaScript HTTP

Business Users

Server

Server

Analytic LibrariesWebDAV

Repository

Development Server

AnalyticLibraries

Tomcat

S-PLUS Server

S-PLUS Session

S-PLUS Session

S-PLUS Session

Cluster

Production Server

Tomcat

S-PLUS Server

S-PLUS Session

S-PLUS Session

S-PLUS Session

Production Server

Tomcat

S-PLUS Server

S-PLUS Session

S-PLUS Session

S-PLUS Session

Production Server

Tomcat

S-PLUS Server

S-PLUS Session

S-PLUS Session

S-PLUS Session

Production Server

Tomcat

S-PLUS Server

S-PLUS Session

S-PLUS Session

S-PLUS Session

Load Balancer


Insightful Miner


Easy to learn and easy to use, Insightful Miner enables statisticians and business analysts to create powerful, self-documenting applications

Link to Insightful Miner product information


Insightful Miner Features

Includes S Language Engine from S‑PLUS Enterprise+ Big-data processing with S-PLUS Script node

+ Improved scripting interface

+ Many new statistical and graphical capabilities available in S language

+ Develop scripts with S-PLUS 8 Workbench IDE* to create new nodes in Insightful Miner 8

• *available separately

Advanced graphical charting tools+ Trellis Hexbin Plot and Hexbin Matrix

+ Chart large data sets without sampling


Insightful Miner Features

Advanced data processing nodes+ Multi-input Join and Append

+ Detect Duplicates

+ Reorder Columns

Extensions to Expression Language+ Improved string and date handling

Extended file format support+ Compressed & 64-bit SAS, long string import/export

+ New Report and Graphics output formats

Performance Improvements+ Sort, Shuffle and Join

Improved installation and administration+ Industry-standard FLEXnet license management


Data Access

Delimited ASCII files

Fixed format ASCII

Data dictionary support

SAS®, SPSS®, Excel & many other flat file formats

ODBC access to compliant databases (Windows)

Native access Oracle, DB2, Microsoft SQL Server, Sybase


Data Management

Data types: + Continuous, date, categorical and string

Row operations: + Aggregate, Append, Partition, Shuffle, Sort, Stack, and

Unstack

Column operations: + Bin, Filter, Join, Transpose, Reorder and Normalize

Automatically bin continuous variables

Powerful sampling, including stratified methods

Create or modify columns and filter rows using powerful expression language


Graphical Exploration

1-D Charts: + Pie, Bar, Column, Dot, Histogram, Density, Boxplot, Distribution

comparison (QQ)

2-D Charts: + Scatterplot, Boxplot, Strip Plot, Quantile-Quantile

Hexagonal Binning chart + View relationships between variables of very large data sets

3-D Charts: + Contour, Level plot, Surface plot, Cloud plot

Multivariate charts: + Scatterplot matrix, Hexbin Matrix, Parallel plot

Time series charts: + Line plot, High-Low plot, Stacked bar plot


Scalable Data Analysis

Classification & Regression+ Linear regression

+ Logistic regression

+ Decision trees (includes ensemble techniques)

+ Neural networks

+ Naïve Bayes

+ Cox Regression (censored data)

Segmentation & Dimension Reduction+ K-Means Clustering

+ Principal components

+ Model-based variable importance

Model assessment tools+ Interactive visualizers

+ Gain charts, lift charts, ROC charts and agreement matrices


Insightful Clinical Graphics



For the effective communication of clinical data across functional areas, and in journals, presentations, and regulatory submissions, Insightful Clinical Graphics enables point-and-click creation of advanced graphics and seamless integration with existing exploratory, presentation, and production reporting environments.

Reduce graphic development time and cost

Promote more effective communication across all review and reporting groups

Realize more efficient resource utilizationLink to Insightful Clinical Graphics product information



Eliminate Redundant Work ProcessesSave graph definitions centrally and allowusers to find the graphs they need easily.Search using keywords, protocol, status,author, category, and user and system assignedattributes. Reformat graphs for multipletemplates and uses without programmingresources.

Streamline your Trial AnalysisWorkflowDefine graphics once. Use and reuse themmany times in many formats with many styleswithin a trial and across related trials. Savetime by minimizing or eliminating coding, debuggingand validation steps.


Server-Based Collaboration

Insightful Clinical Graphics maintains a storeof graph definitions that are available to allusers.

Statisticians, Programmers, Medical Writers,and Clinicians have a modern GUI that allowsinteractive viewing and editing of graphics.Users can adapt and output graphics rightinto their desktop applications. Users canmanage graph status, such as indicating thata graph is validated and production ready.Production processes call the same libraryof graph definitions that end users manage.Requests for graph production can be madefrom within base SAS® specifying the dataset to be used, the output format, outputfile location, and the content of headers andfooters. The locaton of the production log isreturned to SAS for retrieval and integrationinto the production log.



Insightful Clinical Review



The cost of clinical trials continues to increase. Clinicians require rapid and guided access to clinical data for critical decision making, especially to ensure that all safety issues are being identified and communicated. Insightful Clinical Review enables interactive, web-based viewing of clinical data from early and late phase clinical trials.

Link to product information


The Insightful Clinical Review framework includes summaries from graphical and statistical analyses of adverse events, labs and treatment, with drill down to patient profiles that summarize all available data at the patient level. Insightful Clinical Review utilizes advanced S-PLUS statistical graphics and analytics for efficient communication of clinical information in the trial data:

• Identify safety issues quickly • Guided data review for clinicians, ensuring best practices • More and better information exchanged in meetings - internally and with regulatory agencies

Improve the quality of decisions • Select the best dose in early-phase trials • Identify patients with lab and/or AE issues early in all trials • Identify potential data errors and enable data cleanup • Discern safety and efficacy signals in all early and late phase trials



Insightful Clinical Trial Design


For innovative clinical trial design, Insightful Trial Designer solution provides intuitive interfaces and easy-to-use workflows for designing, monitoring and simulating flexible clinical trials. The solution will assist you in deploying shorter trials while increasing the probability of their success.

•Point-and-click and S-PLUS® programming interfaces •Packaged, sequential clinical trial designs •Custom (e.g. adaptive) designs and outputs •Validated installation and operation

Insightful Trial Designer



S+ArrayAnalyzer


S+ArrayAnalyzer

Rigorously Analyze Microarray Data to Quickly Identify Targets and Biomarkers+ S+ArrayAnalyzer provides comprehensive, rigorous statistical design and

analysis of microarray experiments to help scientists identify differentially expressed genes, targets, and biomarkers. With S+ArrayAnalyzer’s high degree of accuracy, scientists no longer waste time pursuing false positives; thus, companies can reduce expense in developing compounds and bring new products to market faster.



S+ArrayAnalyzer is designed to help you: + Predict Clinical Outcomes and Identify Biomarkers by Combining Gene

Expression Data with Biostatistics

+ Improve Productivity through an Easy-to-Use GUI

+ Extend Analysis with New or Proprietary Techniques

+ Run more cost effective studies with reliable results.

+ Comply with FDA Guidances for Commercial Drug Discovery


Applications+ Biomarker identification

+ Differential expression and functional genomics

+ Optimal target identification and validation

+ Safety and efficacy profiling


Safety Data Analysis


Safety Data Analysis

Safety data have traditionally been summarized as tables and listings that are difficult to review and interpret. In today’s climate of heightened safety concerns, these formats are inadequate for quick and accurate interpretation and comprehension. Insightful Safety provides methods for the rigorous analysis of safety data.

pRisk plot from hierarchical Bayes analysis of adverse event rates



Insightful Safety provides methods for the rigorous analysis of safety data. Analysis results and reports can be readily deployed for interactive review and for submission / reporting. Quantify treatment effects on safety endpoints Identify safety signals quickly and accurately Select the best dose in early-phase trials Identify patients with lab and/or AE issues early in all trials

Improve analysis of safety data and identify safety issues faster

• Rigorous statistical analysis of safety data • Advanced statistical methods that overcome limitations of traditional methods

Insightful Safety


S+FinMetrics


Typical Applications in Finance

S+FinMetrics+ Extensive time series analysis and econometric

modeling library

+ Financial Applications

• Multivariate time series analysis

• Forecasting asset return volatilities and correlations

• Portfolio construction and backtesting

• Algorithmic trading programs

• Risk modeling

• Derivatives valuation

Comprehensive solution for modeling, analyzing, and visualizing financial data

Stock X

12:00 12:00 12:00 12:00 12:00 12:00Jan 3 2001 Jan 4 2001 Jan 5 2001 Jan 6 2001 Jan 7 2001 Jan 8 2001

50

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MA


50

.95

51

.35

Volatility


0.0

20

.18


COMPREHENSIVE ECONOMETRIC, TIME-SERIES AND ASSET PRICING ANALYSISFinancial services organizations all over the world use S+FinMetrics® to better manage risk, optimize asset performance, and predict market conditions. All of this combined with the rapid prototyping and deployment capabilities of S-PLUS® means that organizations can make faster decisions and realize optimal results based on immediate access to market knowledge and predictive analysis.

S+FinMetrics



S+FinMetrics Overview

Time series manipulation/smoothing/filtering/aggregation Technical Analysis ARIMA with Regressors and Long Memory Dynamic Time Series Regression Tests for Unit Roots, Cointegration, Nonlinearity Extreme Value Distributions Simulate Solutions to SDEs Cash flow functions Fixed-income calculations Nonlinear regime switching and neural networks General Rolling Estimation Seemingly Unrelated Regression High-Frequency Functionality Vector Autoregression and Cointegration GARCH – Univariate and Multivariate Method of Moments Estimation – GMM & EMM Copulas State Space Models and Kalman Filter Tools Statistical Factor Models for Large Portfolios Yield curve modeling Option pricing

Simple Descriptive Tools

Advanced Modeling Tools

New or enhanced feature in

S+FinMetrics 3.0


S+NuOpt


S+NuOPT

S+NuOPT is a cutting-edge software package capable of solving very large optimization problems. Designed for analysts and decision makers, NUOPT for S-PLUS is used for a wide range of applications including portfolio optimization, nonlinear and robust statistical modeling, and circuit optimization. The full power of the S-PLUS language is integrated with NUOPT. No other package can match this combination of powerful statistics and graphics with large-scale optimization problem solving, including:

•Linear programming

•Mixed integer programming

•Transportation

•Quadratic programming

•Unconstrained nonlinear optimization

•Multi-objective programming



S+NuOPT

S+NuOPT allows you to explore different portfolio optimization methods and build in features that reflect real-world constraints.

The above figure displays optimized weights computed using two different methods.

•The weights on the left are rebalanced during each time period independently of the weights during the previous time period.

•The weights on the right are constrained to smoothly evolve from one time period to the next, resulting in a more stable portfolio allocation.


S+NuOPT Sample Applications

Portfolio Optimization

• Optimize portfolios of assets incorporating a variety of realistic constraints, going well beyond the classical Mean-Variance (Markowitz) formulation.

• Build complex models that combine different classes of assets and subgroups of assets simultaneously.

• Solve problems involving large portfolios efficiently.

Nonlinear and Robust Statistical Modeling

• Apply new penalized and robust regression methods, traditionally only applicable to small data sets, to very large problems.

• Find better parameter estimates for nonparametric models using global fitting criterion.

Example Applications

• Food Blending

• Inventory Management

• Portfolio and Finance Management

• Human/ Machine Resource allocation

• Advertisement campaign planning


S+NuOPT Sample Applications

Applications of Mixed Integer Programming in Quantitative Finance

•Basket Selection: given an initial portfolio, select basket of trades given that only a maximum number of trades are allowed (along with other turnover constraints).

•Cardinality Constraints (number of names constraints): given the asset universe, portfolio managers often need to limit the total number of holdings (both long and short) in their final portfolio.

•Buy In Threshold Constraints: some assets can only be purchased or sold at certain minimum levels, or overly small holdings or trades may need to be excluded in an optimum portfolio.

•Round Lots: restrictions defining the basic investment unit. For instance, investors are only allowed to make transactions in integer multiples of these round lots.

•Lower Partial Moments Optimization: Instead of using variance as a risk measure, it is sometimes desirable to optimize on downside deviation. The ability to declare and use integer variables makes it easy to formulate the problem elegantly and therefore solve more efficiently.


Risk Aggregation


Risk Aggregation / Capital Management

Built using the award-winning S-PLUS platform, the Insightful Financial solution for Risk Aggregation/Capital Management provides specialized multi-dimensional functionality to perform sophisticated economic and regulatory capital calculations and risk aggregation for insurance companies and banks. Link to product

information


In order to stay a step ahead of your competition, internal corporate maneuvers and regulators, a risk aggregation and capital management solution must include the following:

Consolidated View of Risk: Easily access an aggregated view of risk for your organization by line-of-business, geography, and risk typeScalable Framework: Integrate your current data architecture and maximize your current investment while building in scalability to meet future risk management requirementsReporting Capabilities: Create and distribute graphic representations of your organization’s risk on-demandIntegrated Capital Management: Use both an aggregated and a drill-down view of economic capital to make more informed decisions

Risk Aggregation


Basel II


Meet the Regulatory Requirements of Basel II with Advanced Analytics Capabilities

Basel II promotes the safety and stability of the global financial system and results in greater quality of and accuracy in obtaining risk information. Basel II requires your institution to identify, measure, validate and report on the risk you assume everyday. For some this will mean a costly and difficult regulatory headache. For Insightful Financial Solutions customers it means reliable, rigorous results with clear reporting and transparent audit trails.

Basel II



Credit Risk Workflow

Out-of-the-box graphics and process flow diagrams provide clear communication of risk analytics and results for executives and regulators. Shown here: Credit Risk Workflow.


Market Risk Workflow

Out-of-the-box graphics and process flow diagrams provide clear communication of risk analytics and results for executives and regulators. Shown here: Market Risk Workflow.


Fixed Income Risk Workflow

Out-of-the-box graphics and process flow diagrams provide clear communication of risk analytics and results for executives and regulators. Shown here: Fixed Income Risk Workflow.


Wavelets


S+Wavelets

ADVANCED SIGNAL AND IMAGE ANALYSIS SOFTWARE

One of the most exciting developments in applied mathematics is now available for widespread application. With S+Wavelets, you can apply wavelet analysis to an extremely broad range of problems involving signal, time series, or image data. Now there's a comprehensive, modern approach to advanced signal and image analysis, time series analysis, statistical signal estimation, and data compression analysis.

The S+Wavelets toolkit provides a powerful new set of analysis tools, created specifically for scientific and technical data.

This screen demonstrates the best wavelet packet analysis of a quadratic chirp signal. The quadratic chirp is in the upper left and wavelet packet quadratic chirp signal components are in the upper right. A best basis selection tree is in the lower left window. The time-frequency plot in the lower right clearly indicates that frequency increases quadratically over time.



Working together with the award-winning S-PLUS data analysis environment, S+Wavelets goes well beyond the capabilities of the Fourier transform for many kinds of signals and images. S+Wavelets can be used for many practical applications, including signal processing, medical imaging, time series analysis, pattern recognition, non-linear signal estimation, and data compression. S+Wavelets helps you develop a complete understanding of data using time-frequency displays, multi-resolution analysis, automatic signal estimation/extraction and denoising, and a comprehensive set of exploratory data analysis plots for wavelet decompositions.

The Donoho and Johnstone "WaveShrink" procedure for signal extraction and time series smoothing. The Doppler signal is in the upper left and a DWT of the signal is in the upper right. The noisy Doppler signal is shown in middle left and the DWT of the noisy signal is shown in the middle right. In the lower left, the WaveShrink estimate of the signal is shown, with the DWT of the WaveShrink estimate in the lower right. WaveShrink eliminates noise by shrinking wavelet coefficients towards zero.


CSAN


CSAN

Link to CSAN


S-Package System

Based upon the R-Package System+ Promote cross-talk with R and S-PLUS communities

+ Enable commercial customers to take advantage of open-source research

Create Consistency/Reliability+ Delivery of instructions, data sets, parameters and

definitions along with executable code

+ Ensure that the code is run correctly every time

+ Greater documentation makes for easier validation across functional groups

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