StanMoMo
Bayesian Mortality Modelling with 'Stan'
Karim Barigou, Pierre-Olivier Goffard
Last update: 23 September 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.1.0, 1.2.0
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.
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