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 <[email protected]>, Pietro Millossovich <[email protected]>, Vladimir Kaishev <[email protected]>
Date of publication2017-04-01 06:30:15 UTC
MaintainerAndres Villegas <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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StMoMo documentation built on May 29, 2017, 9:43 a.m.