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:
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-4.4-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
- portfolio_LTC - Agregated Long-Term Care Dataset
- portfolio_mort - Agregated Mortality Dataset
actuarial-sciencebayesian-methodsmortality-estimationsmoothing-methods
Last updated 2 months agofrom:7d62cd950e. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 15 2024 |
R-4.5-win | OK | Oct 15 2024 |
R-4.5-linux | OK | Oct 15 2024 |
R-4.4-win | OK | Oct 15 2024 |
R-4.4-mac | OK | Oct 15 2024 |
R-4.3-win | OK | Oct 15 2024 |
R-4.3-mac | OK | Oct 15 2024 |
Exports:output_to_dfWH_1dWH_2d
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
WH : Enhanced Implementation of Whittaker-Henderson Smoothing | WH-package WH |
Provide WH model Fit Results as a Data.frame | output_to_df |
Plot Method for a Whittaker-Henderson Fit | plot.WH_1d |
Plot Method for a Whittaker-Henderson Fit | plot.WH_2d |
Agregated Long-Term Care Dataset | portfolio_LTC |
Agregated Mortality Dataset | portfolio_mort |
Prediction for a Whittaker-Henderson Fit | predict.WH_1d |
Prediction for a Whittaker-Henderson Fit | predict.WH_2d |
Print Method for a Whittaker-Henderson Fit | print.WH_1d |
Print Method for a Whittaker-Henderson Fit | print.WH_2d |
1D Whittaker-Henderson Smoothing | WH_1d |
2D Whittaker-Henderson Smoothing | WH_2d |