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.

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
URLs

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