Stochastic Mortality Modelling
Create an Age-Period-Cohort mortality model
Copy of unexported function arima.string from forecast
Map Binomial deviance residuals into deaths
Bootstrap a fitted Stochastic Mortality Model
Generic method for bootstrapping a fitted Stochastic Mortality Model
Create a Cairns-Blake-Dowd mortality model
Transform StMoMoData from central to initial exposures
Extract coefficients from a fitted Stochastic Mortality Model
Binomial deviance
Compute Poisson deviance
Compute Binomial loglikelihod
Compute Poisson loglikelihod
Extract the model coefficient
Extract cohort from an age-period array
Generic for fitting a Stochastic Mortality Model
Fit a Renshaw and Haberman (Lee-Carter with cohorts) mortality model
Fit a Stochastic Mortality Model
Compute fitted values for a Stochastic Mortality Model
Forecast mortality rates using a Stochastic Mortality Model
Forecast independent arima series
Forecast a Multivariate Random Walk with Drift
Generate Binomial residual bootstrap sample
Generate Binomial semiparametric bootstrap samples
Generate Poisson residual bootstrap sample
Generate Poisson semiparametric bootstrap samples
Generate weight matrix
Extract a lighter version of a fitted Stochastic Mortality Model
Fit independent arima series to a multivariate time series
Transform StMoMoData from initial to central exposures
Inverse Logit function invlogit
computes the inverse logit function
Create a Lee-Carter model
Logit function logit
computes the logit function
Log-Likelihood of a fitStMoMo object
Create an M6 type extension of the Cairns-Blake-Dowd mortality model
Create an M7 type extension of the Cairns-Blake-Dowd mortality model
Create an M8 type extension of the Cairns-Blake-Dowd mortality model
Fit a Multivariate Random Walk with Drift
Plot bootstrapped parameters of a Stochastic Mortality Model
Plot fitted parameters from a stochastic mortality model
Plot a forecast from a Stochastic Mortality Model
Plot the residuals of a Stochastic Mortality Model
Plot fanchart of the parameters
Map poisson deviance residuals into deaths
Predict method for Stochastic Mortality Models fits
Compute the link for a given mortality models
Process the initial parameter supplied by the user
Extract deviance residuals of a Stochastic Mortality Model
Create a Renshaw and Haberman (Lee-Carter with cohorts) mortality mode...
Do a scatter plot of a matrix according to age-period-cohorts
Simulate future sample paths from a Bootstrapped Stochastic Mortality ...
Simulate future sample paths from a Stochastic Mortality Model
Simulate independent arima series
Simulate a Multivariate Random Walk with Drift
Create a new Stochastic Mortality Model
Create StMoMoData object from demogdata object
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.