Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Andrés M. Villegas, Vladimir K. Kaishev, Pietro Millossovich
Title: StMoMo: An R Package for Stochastic Mortality Modeling
Abstract: In this paper we mirror the framework of generalized (non-)linear models to define the family of generalized age-period-cohort stochastic mortality models which encompasses the vast majority of stochastic mortality projection models proposed to date, including the well-known Lee-Carter and Cairns-Blake-Dowd models. We also introduce the R package StMoMo which exploits the unifying framework of the generalized age-period-cohort family to provide tools for fitting stochastic mortality models, assessing their goodnessof-fit and performing mortality projections. We illustrate some of the capabilities of the package by performing a comparison of several stochastic mortality models applied to the England and Wales population.

Page views:: 3126. Submitted: 2015-11-20. Published: 2018-04-17.
Paper: StMoMo: An R Package for Stochastic Mortality Modeling     Download PDF (Downloads: 1737)
StMoMo_0.4.1.tar.gz: R source package Download (Downloads: 152; 785KB)
v84i03.R: R replication code Download (Downloads: 233; 16KB)

DOI: 10.18637/jss.v084.i03

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.