Bayesian Mortality Modelling with 'Stan'
Bayesian Age-Period-Cohort model with 'Stan'
Boxplot for the posterior distribution
Bayesian Cairns-Blake-Dowd (CBD) model with Stan
Compute the model evidence/marginal likelihood via bridge sampling (or...
Function to get the a posterior means of the parameters based on a sta...
Wrapper function to fit and forecast mortality models
Bayesian Lee-Carter with Stan
Bayesian M6 model with Stan
Model averaging/weighting via future-out stacking or pseudo-BMA weight...
Bayesian Renshaw-Haberman model with Stan
Simulation of death counts from the Age-Period-Cohort mortality model
Simulation of death counts from the CBD model
Simulation of death counts from the Lee-Carter mortality model
Simulation of death counts from the M6 model
Simulation of death counts from a hybrid model that averages the morta...
Simulation of death counts from the Renshaw-Haberman mortality model
Simulation of mortality data from various models
The 'StanMoMo' package.
Implementation of popular mortality models using the 'rstan' package, which provides the R interface to the 'Stan' C++ library for Bayesian estimation. The package supports well-known models proposed in the actuarial and demographic literature including the Lee-Carter (1992) <doi:10.1080/01621459.1992.10475265> and the Cairns-Blake-Dowd (2006) <doi:10.1111/j.1539-6975.2006.00195.x> models. By a simple call, the user inputs deaths and exposures and the package outputs the MCMC simulations for each parameter, the log likelihoods and predictions. Moreover, the package includes tools for model selection and Bayesian model averaging by leave future-out validation.