Stochastic Mortality Modelling

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Documentation for package ‘StMoMo’ version 0.4.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

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
central2initial	Transform StMoMoData from central to initial exposures
coef.fitStMoMo	Extract coefficients from a fitted Stochastic Mortality Model
EWMaleData	England and Wales male mortality data
extractCohort	Extract cohort from an age-period array
fit	Generic for fitting a Stochastic Mortality Model
fit.rh	Fit a Renshaw and Haberman (Lee-Carter with cohorts) 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.iarima	Forecast independent arima series
forecast.mrwd	Forecast a Multivariate Random Walk with Drift
genWeightMat	Generate weight matrix
iarima	Fit independent arima series to a multivariate time series
initial2central	Transform StMoMoData from initial to central exposures
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
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.iarima	Simulate independent arima series
simulate.mrwd	Simulate a Multivariate Random Walk with Drift
StMoMo	Create a new Stochastic Mortality Model
StMoMoData	Create StMoMoData object from demogdata object