StMoMo: Stochastic Mortality Modelling
Version 0.4.0

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) and the Cairns-Blake-Dowd (2006) models. It includes functions for fitting mortality models, analysing their goodness-of-fit and performing mortality projections and simulations.

Package details

AuthorAndres Villegas <andresmauriciovillegas@gmail.com>, Pietro Millossovich <Pietro.Millossovich.1@city.ac.uk>, Vladimir Kaishev <Vladimir.Kaishev.1@city.ac.uk>
Date of publication2017-04-01 06:30:15 UTC
MaintainerAndres Villegas <andresmauriciovillegas@gmail.com>
LicenseGPL (>= 2)
Version0.4.0
URL http://github.com/amvillegas/StMoMo
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("StMoMo")

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StMoMo documentation built on May 29, 2017, 9:43 a.m.