Package: StMoMo 0.4.1.9000

StMoMo: Stochastic Mortality Modelling

Implementation of the family of generalised age-period-cohort stochastic mortality models. This family of models encompasses many models proposed in the actuarial and demographic literature including the Lee-Carter (1992) <doi:10.2307/2290201> and the Cairns-Blake-Dowd (2006) <doi:10.1111/j.1539-6975.2006.00195.x> models. It includes functions for fitting mortality models, analysing their goodness-of-fit and performing mortality projections and simulations.

Authors:Andres Villegas <[email protected]>, Pietro Millossovich <[email protected]>, Vladimir Kaishev <[email protected]>

StMoMo_0.4.1.9000.tar.gz
StMoMo_0.4.1.9000.zip(r-4.7)StMoMo_0.4.1.9000.zip(r-4.6)StMoMo_0.4.1.9000.zip(r-4.5)
StMoMo_0.4.1.9000.tgz(r-4.6-any)StMoMo_0.4.1.9000.tgz(r-4.5-any)
StMoMo_0.4.1.9000.tar.gz(r-4.7-any)StMoMo_0.4.1.9000.tar.gz(r-4.6-any)
StMoMo_0.4.1.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
StMoMo/json (API)

# Install 'StMoMo' in R:

install.packages('StMoMo', repos = c('https://amvillegas.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/amvillegas/stmomo/issues

Datasets:

EWMaleData - England and Wales male mortality data

On CRAN:

7.84 score 25 stars 4 packages 116 scripts 853 downloads 4 mentions 17 exports 46 dependencies

Last updated from:84805fb8bb. Checks:7 NOTE, 1 ERROR, 1 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	NOTE	217
source / vignettes	ERROR	2184
linux-release-x86_64	NOTE	227
macos-release-arm64	NOTE	147
macos-oldrel-arm64	NOTE	147
windows-devel	NOTE	157
windows-release	NOTE	162
windows-oldrel	NOTE	149
wasm-release	OK	146

Exports:apc bootstrap cbd central2initial extractCohort fit genWeightMat iarima initial2central lc m6 m7 m8 mrwd rh StMoMo StMoMoData

Dependencies:cli colorspace cpp11 dotCall64 fanplot farver fields forecast fracdiff generics ggplot2 glue gnm gtable isoband labeling lattice lifecycle lmtest magrittr maps MASS Matrix nlme nnet plyr qvcalc R6 RColorBrewer Rcpp RcppArmadillo relimp reshape2 rlang rootSolve S7 scales spam stringi stringr timeDate urca vctrs viridisLite withr zoo

Vignettes and/or manual for this package failed to build, some documents may be unavailable. Please inspect thebuild logs for more information.

StMoMo: An R Package for Stochastic Mortality Modelling

Rendered fromStMoMoVignette.Rnwusingutils::Sweave

Last update: 2017-03-31
Started: 2015-03-16

Help page	Topics
Create an Age-Period-Cohort mortality model	apc
Generic method for bootstrapping a fitted Stochastic Mortality Model	bootstrap
Bootstrap a fitted Stochastic Mortality Model	bootstrap.fitStMoMo
Create a Cairns-Blake-Dowd mortality model	cbd
Transform StMoMoData from central to initial exposures	central2initial
Extract coefficients from a fitted Stochastic Mortality Model	coef.fitStMoMo
England and Wales male mortality data	EWMaleData
Extract cohort from an age-period array	extractCohort
Generic for fitting a Stochastic Mortality Model	fit
Fit a Renshaw and Haberman (Lee-Carter with cohorts) mortality model	fit.rh
Fit a Stochastic Mortality Model	fit.StMoMo
Compute fitted values for a Stochastic Mortality Model	fitted.fitStMoMo
Forecast mortality rates using a Stochastic Mortality Model	forecast.fitStMoMo
Forecast independent arima series	forecast.iarima
Forecast a Multivariate Random Walk with Drift	forecast.mrwd
Generate weight matrix	genWeightMat
Fit independent arima series to a multivariate time series	iarima
Transform StMoMoData from initial to central exposures	initial2central
Create a Lee-Carter model	lc
Log-Likelihood of a fitStMoMo object	logLik.fitStMoMo
Create an M6 type extension of the Cairns-Blake-Dowd mortality model	m6
Create an M7 type extension of the Cairns-Blake-Dowd mortality model	m7
Create an M8 type extension of the Cairns-Blake-Dowd mortality model	m8
Fit a Multivariate Random Walk with Drift	mrwd
Plot bootstrapped parameters of a Stochastic Mortality Model	plot.bootStMoMo
Plot fitted parameters from a stochastic mortality model	plot.fitStMoMo
Plot a forecast from a Stochastic Mortality Model	plot.forStMoMo
Plot the residuals of a Stochastic Mortality Model	plot.resStMoMo
Predict method for Stochastic Mortality Models fits	predict.fitStMoMo
Extract deviance residuals of a Stochastic Mortality Model	residuals.fitStMoMo
Create a Renshaw and Haberman (Lee-Carter with cohorts) mortality model	rh
Simulate future sample paths from a Bootstrapped Stochastic Mortality Model	simulate.bootStMoMo
Simulate future sample paths from a Stochastic Mortality Model	simulate.fitStMoMo
Simulate independent arima series	simulate.iarima
Simulate a Multivariate Random Walk with Drift	simulate.mrwd
Create a new Stochastic Mortality Model	StMoMo-package StMoMo
Create StMoMoData object from demogdata object	StMoMoData

Package: StMoMo 0.4.1.9000

StMoMo: Stochastic Mortality Modelling

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