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
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StMoMo.pdf |StMoMo.html✨
StMoMo/json (API)
NEWS

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

Peer review:

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

Datasets:
  • EWMaleData - England and Wales male mortality data

On CRAN:

7.30 score 22 stars 2 packages 75 scripts 743 downloads 4 mentions 17 exports 58 dependencies

Last updated 5 years agofrom:84805fb8bb. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 22 2024
R-4.5-winNOTENov 22 2024
R-4.5-linuxNOTENov 22 2024
R-4.4-winNOTENov 22 2024
R-4.4-macNOTENov 22 2024
R-4.3-winNOTENov 22 2024
R-4.3-macNOTENov 22 2024

Exports:apcbootstrapcbdcentral2initialextractCohortfitgenWeightMatiarimainitial2centrallcm6m7m8mrwdrhStMoMoStMoMoData

Dependencies:clicolorspacecurldotCall64fanplotfansifarverfieldsforecastfracdiffgenericsggplot2gluegnmgtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrmapsMASSMatrixmgcvmunsellnlmennetpillarpkgconfigplyrquadprogquantmodqvcalcR6RColorBrewerRcppRcppArmadillorelimpreshape2rlangrootSolvescalesspamstringistringrtibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo

StMoMo: An R Package for Stochastic Mortality Modelling

Rendered fromStMoMoVignette.Rnwusingutils::Sweaveon Nov 22 2024.

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

Readme and manuals

Help Manual

Help pageTopics
Create an Age-Period-Cohort mortality modelapc
Generic method for bootstrapping a fitted Stochastic Mortality Modelbootstrap
Bootstrap a fitted Stochastic Mortality Modelbootstrap.fitStMoMo
Create a Cairns-Blake-Dowd mortality modelcbd
Transform StMoMoData from central to initial exposurescentral2initial
Extract coefficients from a fitted Stochastic Mortality Modelcoef.fitStMoMo
England and Wales male mortality dataEWMaleData
Extract cohort from an age-period arrayextractCohort
Generic for fitting a Stochastic Mortality Modelfit
Fit a Renshaw and Haberman (Lee-Carter with cohorts) mortality modelfit.rh
Fit a Stochastic Mortality Modelfit.StMoMo
Compute fitted values for a Stochastic Mortality Modelfitted.fitStMoMo
Forecast mortality rates using a Stochastic Mortality Modelforecast.fitStMoMo
Forecast independent arima seriesforecast.iarima
Forecast a Multivariate Random Walk with Driftforecast.mrwd
Generate weight matrixgenWeightMat
Fit independent arima series to a multivariate time seriesiarima
Transform StMoMoData from initial to central exposuresinitial2central
Create a Lee-Carter modellc
Log-Likelihood of a fitStMoMo objectlogLik.fitStMoMo
Create an M6 type extension of the Cairns-Blake-Dowd mortality modelm6
Create an M7 type extension of the Cairns-Blake-Dowd mortality modelm7
Create an M8 type extension of the Cairns-Blake-Dowd mortality modelm8
Fit a Multivariate Random Walk with Driftmrwd
Plot bootstrapped parameters of a Stochastic Mortality Modelplot.bootStMoMo
Plot fitted parameters from a stochastic mortality modelplot.fitStMoMo
Plot a forecast from a Stochastic Mortality Modelplot.forStMoMo
Plot the residuals of a Stochastic Mortality Modelplot.resStMoMo
Predict method for Stochastic Mortality Models fitspredict.fitStMoMo
Extract deviance residuals of a Stochastic Mortality Modelresiduals.fitStMoMo
Create a Renshaw and Haberman (Lee-Carter with cohorts) mortality modelrh
Simulate future sample paths from a Bootstrapped Stochastic Mortality Modelsimulate.bootStMoMo
Simulate future sample paths from a Stochastic Mortality Modelsimulate.fitStMoMo
Simulate independent arima seriessimulate.iarima
Simulate a Multivariate Random Walk with Driftsimulate.mrwd
Create a new Stochastic Mortality ModelStMoMo-package StMoMo
Create StMoMoData object from demogdata objectStMoMoData