Stochastic Mortality Modelling


[Up] [Top]

Documentation for package ‘StMoMo’ version 0.3.1

Help Pages

StMoMo-package Create a new Stochastic Mortality Model
apc Create an Age-Period-Cohort mortality model
bootstrap Generic method for bootstrapping a fitted Stochastic Mortality Model
bootstrap.fitStMoMo Bootstrap a fitted Stochastic Mortality Model
cbd Create a Cairns-Blake-Dowd mortality model
coef.fitStMoMo Extract coefficients from a fitted Stochastic Mortality Model
EWMaleData England and Wales male mortality data
fit Generic for fitting a Stochastic Mortality Model
fit.StMoMo Fit a Stochastic Mortality Model
fitted.fitStMoMo Compute fitted values for a Stochastic Mortality Model
forecast.fitStMoMo Forecast mortality rates using a Stochastic Mortality Model
forecast.mrwd Forecast a Multivariate Random Walk with Drift
genWeightMat Generate weight matrix
lc Create a Lee-Carter model
logLik.fitStMoMo Log-Likelihood of a fitStMoMo object
m6 Create an M6 type extension of the Cairns-Blake-Dowd mortality model
m7 Create an M7 type extension of the Cairns-Blake-Dowd mortality model
m8 Create an M8 type extension of the Cairns-Blake-Dowd mortality model
mrwd Fit a Multivariate Random Walk with Drift
plot.bootStMoMo Plot bootstrapped parameters of a Stochastic Mortality Model
plot.fitStMoMo Plot fitted parameters from a stochastic mortality model
plot.forStMoMo Plot a forecast from a Stochastic Mortality Model
plot.resStMoMo Plot the residuals of a Stochastic Mortality Model
predict.fitStMoMo Predict method for Stochastic Mortality Models fits
print.bootStMoMo Print an object of class '"bootStMoMo"'
print.fitStMoMo Print an object of class '"fitStMoMo"'
print.forStMoMo Print an object of class '"forStMoMo"'
print.simStMoMo Print an object of class '"simStMoMo"'
print.StMoMo Print an object of class '"StMoMo"'
residuals.fitStMoMo Extract deviance residuals of a Stochastic Mortality Model
rh Create a Renshaw and Haberman (Lee-Carter with cohorts) mortality model
simulate.bootStMoMo Simulate future sample paths from a Bootstrapped Stochastic Mortality Model
simulate.fitStMoMo Simulate future sample paths from a Stochastic Mortality Model
simulate.mrwd Simulate a Multivariate Random Walk with Drift
StMoMo Create a new Stochastic Mortality Model