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WH: Enhanced Implementation of Whittaker-Henderson Smoothing
An enhanced implementation of Whittaker-Henderson smoothing for the gradation of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks. 'WH' is based on the methods described in Biessy (2023) <doi:10.48550/arXiv.2306.06932>. Among other features, it generalizes the original smoothing algorithm to maximum likelihood estimation, automatically selects the smoothing parameter(s) and extrapolates beyond the range of data.
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Package details |
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| Author | Guillaume Biessy [aut, cre, cph] (<https://orcid.org/0000-0003-3756-7345>) |
| Maintainer | Guillaume Biessy <guillaume.biessy78@gmail.com> |
| License | GPL (>= 3) |
| Version | 1.1.2 |
| URL | https://github.com/GuillaumeBiessy/WH |
| Package repository | View on CRAN |
| Installation |
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