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 (1992) <doi:10.2307/2290201> and the Cairns-Blake-Dowd (2006) <doi:10.1111/j.1539-6975.2006.00195.x> models. It includes functions for fitting mortality models, analysing their goodness-of-fit and performing mortality projections and simulations.

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Description file content

Package
StMoMo
Title
Stochastic Mortality Modelling
Version
0.4.1
Author
Andres Villegas , Pietro Millossovich , Vladimir Kaishev
Maintainer
Andres Villegas
Description
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.
URL
BugReports
http://github.com/amvillegas/StMoMo/issues
Imports
MASS, rootSolve (>= 1.6.5.1), fanplot (>= 3.4), reshape2 (>= 1.4.1), fields (>= 8.2), RColorBrewer
Depends
R (>= 3.2.0), gnm (>= 1.0), forecast(>= 6.1)
License
GPL (>= 2)
LazyData
true
Suggests
demography, knitr, xtable, MTS
VignetteBuilder
knitr, utils
RoxygenNote
6.0.1
NeedsCompilation
no
Packaged
2018-04-13 09:18:10 UTC; z3509687
Repository
CRAN
Date/Publication
2018-04-13 11:12:44 UTC

install.packages('StMoMo')

0.4.1

6 days ago

http://github.com/amvillegas/StMoMo

Andres Villegas

GPL (>= 2)

Depends on

R (>= 3.2.0), gnm (>= 1.0), forecast(>= 6.1)

Imports

MASS, rootSolve (>= 1.6.5.1), fanplot (>= 3.4), reshape2 (>= 1.4.1), fields (>= 8.2), RColorBrewer

Suggests

demography, knitr, xtable, MTS

Discussions