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

genPoissonSemiparametricBootSamples

Generate Poisson semiparametric bootstrap samples


Description

Generate Poisson semiparametric bootstrap samples using the procedure described in Brouhns et al (2005).

Usage

genPoissonSemiparametricBootSamples(D, nBoot)

Arguments

D

matrix of deaths

nBoot

number of bootstrap samples to produce.

Value

a list of length nBoot of matrices with sampled deaths

References

Brouhns, N., Denuit M., & Van Keilegom, I. (2005). Bootstrapping the Poisson log-bilinear model for mortality forecasting. Scandinavian Actuarial Journal, 2005(3), 212-224.


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.