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 model and the Cairns-Blake-Dowd model. It includes functions for fitting mortality models, analysing their goodness-of-fit and performing mortality projections and simulations.

Author | Andres Villegas <andresmauriciovillegas@gmail.com>, Pietro Millossovich <Pietro.Millossovich.1@city.ac.uk>, Vladimir Kaishev <Vladimir.Kaishev.1@city.ac.uk> |

Date of publication | 2016-02-09 20:53:52 |

Maintainer | Andres Villegas <andresmauriciovillegas@gmail.com> |

License | GPL (>= 2) |

Version | 0.3.1 |

http://github.com/amvillegas/StMoMo |

**apc:** Create an Age-Period-Cohort mortality model

**binomRes2q:** Map Binomial deviance residuals into deaths

**bootstrap:** Generic method for bootstrapping a fitted Stochastic...

**bootstrap.fitStMoMo:** Bootstrap a fitted Stochastic Mortality Model

**cbd:** Create a Cairns-Blake-Dowd mortality model

**coef.fitStMoMo:** Extract coefficients from a fitted Stochastic Mortality Model

**computeDevianceBinomial:** Binomial deviance

**computeDeviancePoisson:** Compute Poisson deviance

**computeLogLikBinomial:** Compute Binomial loglikelihod

**computeLogLikPoisson:** Compute Poisson loglikelihod

**EWMaleData:** England and Wales male mortality data

**extractCoefficientsFromGnm:** Extract the model coefficient

**fit:** Generic for fitting a Stochastic Mortality Model

**fit.StMoMo:** Fit a Stochastic Mortality Model

**fitted.fitStMoMo:** Compute fitted values for a Stochastic Mortality Model

**forecast.fitStMoMo:** Forecast mortality rates using a Stochastic Mortality Model

**forecast.mrwd:** Forecast a Multivariate Random Walk with Drift

**genBinomialResBootSamples:** Generate Binomial residual bootstrap sample

**genBinomialSemiparametricBootSamples:** Generate Binomial semiparametric bootstrap samples

**genPoissonResBootSamples:** Generate poisson residual bootstrap sample

**genPoissonSemiparametricBootSamples:** Generate Poisson semiparametric bootstrap samples

**genWeightMat:** Generate weight matrix

**getMinimalFitStMoMo:** Extract a lighter version of a fitted Stochastic Mortality...

**invlogit:** Invers Logit function 'invlogit' computes the inverse logit...

**lc:** Create a Lee-Carter model

**logit:** Logit function 'logit' computes the logit function

**logLik.fitStMoMo:** Log-Likelihood of a fitStMoMo object

**m6:** Create an M6 type extension of the Cairns-Blake-Dowd...

**m7:** Create an M7 type extension of the Cairns-Blake-Dowd...

**m8:** Create an M8 type extension of the Cairns-Blake-Dowd...

**mrwd:** Fit a Multivariate Random Walk with Drift

**plot.bootStMoMo:** Plot bootstrapped parameters of a Stochastic Mortality Model

**plot.fitStMoMo:** Plot fitted parameters from a stochastic mortality model

**plot.forStMoMo:** Plot a forecast from a Stochastic Mortality Model

**plotParameterFan:** Plot fanchart of the parameters

**plot.resStMoMo:** Plot the residuals of a Stochastic Mortality Model

**poissonRes2death:** Map poisson deviance residuals into deaths

**predict.fitStMoMo:** Predict method for Stochastic Mortality Models fits

**predictLink:** Compute the link for a given mortality models

**print.bootStMoMo:** Print an object of class '"bootStMoMo"'

**print.fitStMoMo:** Print an object of class '"fitStMoMo"'

**print.forStMoMo:** Print an object of class '"forStMoMo"'

**print.simStMoMo:** Print an object of class '"simStMoMo"'

**print.StMoMo:** Print an object of class '"StMoMo"'

**processStartValues:** Process the initial parameter supplied by the user

**residuals.fitStMoMo:** Extract deviance residuals of a Stochastic Mortality Model

**rh:** Create a Renshaw and Haberman (Lee-Carter with cohorts)...

**scatterplotAPC:** Do a scatter plot of a matrix according to age-period-cohorts

**simulate.bootStMoMo:** Simulate future sample paths from a Bootstrapped Stochastic...

**simulate.fitStMoMo:** Simulate future sample paths from a Stochastic Mortality...

**simulate.mrwd:** Simulate a Multivariate Random Walk with Drift

**StMoMo:** Create a new Stochastic Mortality Model

StMoMo

StMoMo/inst

StMoMo/inst/CITATION

StMoMo/inst/doc

StMoMo/inst/doc/StMoMoVignette.R

StMoMo/inst/doc/StMoMoVignette.Rnw

StMoMo/inst/doc/StMoMoVignette.pdf

StMoMo/NAMESPACE

StMoMo/NEWS.md

StMoMo/data

StMoMo/data/EWMaleData.rda

StMoMo/R

StMoMo/R/mrwd.R
StMoMo/R/simulatebootStMoMo.R
StMoMo/R/standardModels.R
StMoMo/R/bootstrapfitStMoMo.R
StMoMo/R/internalUtils.R
StMoMo/R/fittedfitStMoMo.R
StMoMo/R/fitStMoMo.R
StMoMo/R/logLikfitStMoMo.R
StMoMo/R/residualsfitStMoMo.R
StMoMo/R/StMoMo.R
StMoMo/R/simulatefitStMoMo.R
StMoMo/R/plotfitStMoMo.R
StMoMo/R/plotbootStMoMo.R
StMoMo/R/plotforStMoMo.R
StMoMo/R/docStMoMo.R
StMoMo/R/forecastfitStMoMo.R
StMoMo/R/predictfitStMoMo.R
StMoMo/R/exportUtils.R
StMoMo/R/coeffitStMoMo.R
StMoMo/vignettes

StMoMo/vignettes/StMoMoVignette.Rnw

StMoMo/vignettes/plotLCPred.pdf

StMoMo/vignettes/plotLCNZboot.pdf

StMoMo/vignettes/elsarticle.cls

StMoMo/README.md

StMoMo/MD5

StMoMo/build

StMoMo/build/vignette.rds

StMoMo/DESCRIPTION

StMoMo/man

StMoMo/man/genPoissonSemiparametricBootSamples.Rd
StMoMo/man/forecast.fitStMoMo.Rd
StMoMo/man/plot.resStMoMo.Rd
StMoMo/man/computeDeviancePoisson.Rd
StMoMo/man/fit.Rd
StMoMo/man/processStartValues.Rd
StMoMo/man/bootstrap.fitStMoMo.Rd
StMoMo/man/plot.forStMoMo.Rd
StMoMo/man/bootstrap.Rd
StMoMo/man/plot.fitStMoMo.Rd
StMoMo/man/rh.Rd
StMoMo/man/print.forStMoMo.Rd
StMoMo/man/computeDevianceBinomial.Rd
StMoMo/man/StMoMo.Rd
StMoMo/man/invlogit.Rd
StMoMo/man/genBinomialResBootSamples.Rd
StMoMo/man/predict.fitStMoMo.Rd
StMoMo/man/genWeightMat.Rd
StMoMo/man/print.StMoMo.Rd
StMoMo/man/logLik.fitStMoMo.Rd
StMoMo/man/simulate.fitStMoMo.Rd
StMoMo/man/genBinomialSemiparametricBootSamples.Rd
StMoMo/man/apc.Rd
StMoMo/man/print.fitStMoMo.Rd
StMoMo/man/plotParameterFan.Rd
StMoMo/man/predictLink.Rd
StMoMo/man/mrwd.Rd
StMoMo/man/print.simStMoMo.Rd
StMoMo/man/m6.Rd
StMoMo/man/plot.bootStMoMo.Rd
StMoMo/man/cbd.Rd
StMoMo/man/logit.Rd
StMoMo/man/forecast.mrwd.Rd
StMoMo/man/m7.Rd
StMoMo/man/lc.Rd
StMoMo/man/EWMaleData.Rd
StMoMo/man/residuals.fitStMoMo.Rd
StMoMo/man/genPoissonResBootSamples.Rd
StMoMo/man/fitted.fitStMoMo.Rd
StMoMo/man/simulate.bootStMoMo.Rd
StMoMo/man/computeLogLikPoisson.Rd
StMoMo/man/fit.StMoMo.Rd
StMoMo/man/print.bootStMoMo.Rd
StMoMo/man/simulate.mrwd.Rd
StMoMo/man/computeLogLikBinomial.Rd
StMoMo/man/extractCoefficientsFromGnm.Rd
StMoMo/man/poissonRes2death.Rd
StMoMo/man/scatterplotAPC.Rd
StMoMo/man/coef.fitStMoMo.Rd
StMoMo/man/getMinimalFitStMoMo.Rd
StMoMo/man/m8.Rd
StMoMo/man/binomRes2q.Rd
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