StanMoMo (Q104760): Difference between revisions

@@ Property / programmed in @@
-R
@@ Property / programmed in: R / rank @@
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Timezone +00:00
Calendar Gregorian
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@@ Property / author: Pierre-Olivier Goffard / rank @@
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After 0
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+Implementation of popular mortality models using the 'rstan'     package, which provides the R interface to the 'Stan' C++ library for     Bayesian estimation. The package supports well-known models proposed in the     actuarial and demographic literature including the Lee-Carter (1992)     <doi:10.1080/01621459.1992.10475265> and the Cairns-Blake-Dowd (2006)     <doi:10.1111/j.1539-6975.2006.00195.x> models. By a simple call, the user     inputs deaths and exposures and the package outputs the MCMC simulations for    each parameter, the log likelihoods and predictions. Moreover, the package     includes tools for model selection and Bayesian model averaging by leave     future-out validation.
+Normal rank
@@ Property / author @@
+Karim Barigou
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+Normal rank
@@ Property / author @@
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@@ Property / author: Pierre-Olivier Goffard / rank @@
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@@ Property / imports @@
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+Normal rank
@@ Property / cites work @@
+A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration
+Normal rank
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+Software:104760

Latest revision as of 18:56, 12 March 2024

Bayesian Mortality Modelling with 'Stan'

Language	Label	Description	Also known as
English	StanMoMo	Bayesian Mortality Modelling with 'Stan'

Statements

instance of

R package

0 references

software version identifier

1.1.0

publication date

23 June 2022

0 references

1.2.0

publication date

23 September 2023

0 references

0 references

0 references

23 September 2023

0 references

description

Implementation of popular mortality models using the 'rstan' package, which provides the R interface to the 'Stan' C++ library for Bayesian estimation. The package supports well-known models proposed in the actuarial and demographic literature including the Lee-Carter (1992) <doi:10.1080/01621459.1992.10475265> and the Cairns-Blake-Dowd (2006) <doi:10.1111/j.1539-6975.2006.00195.x> models. By a simple call, the user inputs deaths and exposures and the package outputs the MCMC simulations for each parameter, the log likelihoods and predictions. Moreover, the package includes tools for model selection and Bayesian model averaging by leave future-out validation.

0 references

author

Karim Barigou

0 references

Pierre-Olivier Goffard

0 references

copyright license

GNU General Public License, version 3.0

0 references

imports

loo

0 references