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]

WH_1.1.2.9000.tar.gz
WH_1.1.2.9000.zip(r-4.5)WH_1.1.2.9000.zip(r-4.4)WH_1.1.2.9000.zip(r-4.3)
WH_1.1.2.9000.tgz(r-4.5-any)WH_1.1.2.9000.tgz(r-4.4-any)WH_1.1.2.9000.tgz(r-4.3-any)
WH_1.1.2.9000.tar.gz(r-4.5-noble)WH_1.1.2.9000.tar.gz(r-4.4-noble)
WH_1.1.2.9000.tgz(r-4.4-emscripten)WH_1.1.2.9000.tgz(r-4.3-emscripten)
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'))

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

Datasets:

On CRAN:

Conda:

actuarial-sciencebayesian-methodsmortality-estimationsmoothing-methods

5.35 score 9 stars 6 scripts 145 downloads 3 exports 0 dependencies

Last updated 4 months agofrom:e75eeffa49. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 25 2025
R-4.5-winOKMar 25 2025
R-4.5-macOKMar 25 2025
R-4.5-linuxOKMar 25 2025
R-4.4-winOKMar 25 2025
R-4.4-macOKMar 25 2025
R-4.4-linuxOKMar 25 2025
R-4.3-winOKMar 25 2025
R-4.3-macOKMar 25 2025

Exports:output_to_dfWH_1dWH_2d

Dependencies:

Revisiting Whittaker-Henderson Smoothing

Rendered fromWH.Rmdusingknitr::rmarkdownon Mar 25 2025.

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