StMoMo

England and Wales male mortality data

Create a new Stochastic Mortality Model

Create StMoMoData object from demogdata object

Create an Age-Period-Cohort mortality model

Copy of unexported function arima.string from forecast

Map Binomial deviance residuals into deaths

Generic method for bootstrapping a fitted Stochastic Mortality Model

Bootstrap 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 Stochastic Mortality Model

Fit a Renshaw and Haberman (Lee-Carter with cohorts) 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

Log-Likelihood of a fitStMoMo object

Logit function logit computes the logit function

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 model

Do a scatter plot of a matrix according to age-period-cohorts

Simulate future sample paths from a Bootstrapped Stochastic Mortality Model

Simulate future sample paths from a Stochastic Mortality Model

Simulate independent arima series

Simulate a Multivariate Random Walk with Drift