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 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.

AuthorAndres Villegas <andresmauriciovillegas@gmail.com>, Pietro Millossovich <Pietro.Millossovich.1@city.ac.uk>, Vladimir Kaishev <Vladimir.Kaishev.1@city.ac.uk>
Date of publication2016-02-09 20:53:52
MaintainerAndres Villegas <andresmauriciovillegas@gmail.com>
LicenseGPL (>= 2)
Version0.3.1
http://github.com/amvillegas/StMoMo

View on CRAN

Man pages

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

Files in this package

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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