Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

genBinomialResBootSamples

Generate Binomial residual bootstrap sample


Description

Generate Binomial bootstrap samples using the procedure described in Debon et al. (2010, section 3)

Usage

genBinomialResBootSamples(devRes, dhat, E, nBoot)

Arguments

devRes

Matrix of deviance residuals

dhat

Matrix of fitted deaths

E

Matrix of observed exposures

nBoot

number of bootstrap samples to produce.

Value

a list of length nBoot of matrices with matching sampled deaths

References

Debon, A., Martinez-Ruiz, F., & Montes, F. (2010). A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities. Insurance: Mathematics and Economics, 47(3), 327-336.


StMoMo

Stochastic Mortality Modelling

v0.4.1
GPL (>= 2)
Authors
Andres Villegas <andresmauriciovillegas@gmail.com>, Pietro Millossovich <Pietro.Millossovich.1@city.ac.uk>, Vladimir Kaishev <Vladimir.Kaishev.1@city.ac.uk>
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.