Package: WH 1.1.2.9000

WH: Enhanced Implementation of Whittaker-Henderson Smoothing

An enhanced implementation of Whittaker-Henderson smoothing for the gradation of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks. 'WH' is based on the methods described in Biessy (2023) <doi:10.48550/arXiv.2306.06932>. Among other features, it generalizes the original smoothing algorithm to maximum likelihood estimation, automatically selects the smoothing parameter(s) and extrapolates beyond the range of data.

Authors:Guillaume Biessy [aut, cre, cph]

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WH.pdf |WH.html✨
WH/json (API)
NEWS

# Install 'WH' in R:
install.packages('WH', repos = c('https://guillaumebiessy.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/guillaumebiessy/wh/issues

Datasets:

On CRAN:

actuarial-sciencebayesian-methodsmortality-estimationsmoothing-methods

5.26 score 9 stars 6 scripts 197 downloads 3 exports 0 dependencies

Last updated 2 months agofrom:7d62cd950e. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 14 2024
R-4.5-winOKNov 14 2024
R-4.5-linuxOKNov 14 2024
R-4.4-winOKNov 14 2024
R-4.4-macOKNov 14 2024
R-4.3-winOKNov 14 2024
R-4.3-macOKNov 14 2024

Exports:output_to_dfWH_1dWH_2d

Dependencies:

Revisiting Whittaker-Henderson Smoothing

Rendered fromWH.Rmdusingknitr::rmarkdownon Nov 14 2024.

Last update: 2024-03-30
Started: 2022-08-16