We will review these scripts in our Panel and Copula Reading Group.
This file is based on the R scripts for the book Longitudinal and Panel Data by Edward W. Frees. To see the original scripts, go to the book web site. At the same place, you will find the datasets that you can download.
These scripts have been summarized by Yumo Dong into R markdown. Subsequently, Jed has put them together via R bookdown and made them available to via this Github respository. You may download the data from this site and view the code on the web Github io site.
As a group, it may be worth our time to update and polish these scripts. They were first done in 2003 and have not received a lot of cleansing since that time. If you contribute, then this will help polish your R skills, as well as learn a bit about Github.
For more on actuarial education on the web through Github, see the Open Actuarial Textbooks project. For R coding, see the R Code for Loss Data Analytics site.