genPoissonResBootSamples: Generate Poisson residual bootstrap sample
In StMoMo: Stochastic Mortality Modelling
Description
Usage
Arguments
Value
References
View source: R/bootstrapfitStMoMo.R
Description
Generate Poisson bootstrap samples using the procedure
described in Renshaw and Haberman (2008)
Usage
1
genPoissonResBootSamples(devRes, dhat, nBoot)
Arguments
devRes
Matrix of deviance residuals
dhat
Matrix of fitted deaths
nBoot
number of bootstrap samples to produce.
Value
a list of length nBoot of matrices with matching sampled
deaths
References
Renshaw, A. E., & Haberman, S. (2008). On simulation-based approaches to
risk measurement in mortality with specific reference to Poisson Lee-Carter
modelling. Insurance: Mathematics and Economics, 42(2), 797-816.
StMoMo documentation built on May 2, 2019, 11:42 a.m.
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Description Usage Arguments Value References
View source: R/bootstrapfitStMoMo.R
Description
Generate Poisson bootstrap samples using the procedure described in Renshaw and Haberman (2008)
Usage
1 | genPoissonResBootSamples(devRes, dhat, nBoot)
|
Arguments
devRes |
Matrix of deviance residuals |
dhat |
Matrix of fitted deaths |
nBoot |
number of bootstrap samples to produce. |
Value
a list of length nBoot of matrices with matching sampled
deaths
References
Renshaw, A. E., & Haberman, S. (2008). On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling. Insurance: Mathematics and Economics, 42(2), 797-816.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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