Bayesian Mortality Forecasting


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Documentation for package ‘BayesMoFo’ version 0.1.0

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BayesMoFo-package BayesMoFo: Bayesian Mortality Forecasting
BayesMoFo BayesMoFo: Bayesian Mortality Forecasting
converge_diag_fn A function to check for overall convergence of fitted stochastic mortality models for monitoring purposes
converge_diag_param_fn A function to assess convergence of the posterior sampling of fitted parameters for monitoring purposes
converge_diag_rates_fn A function to assess convergence of the posterior sampling of death rates for monitoring purposes
data_summarised Sample mortality data stratified by insurance products
DIC_fn A function to calculate the DIC of stochastic mortality models using posterior samples
dxt_array_country Sample mortality data stratified by country
dxt_array_product Sample mortality data stratified by insurance products
dxt_array_sex Sample mortality data stratified by gender/sex in the UK
Ext_array_country Sample mortality data stratified by country
Ext_array_product Sample mortality data stratified by insurance products
Ext_array_sex Sample mortality data stratified by gender/sex in the UK
fit_APCI A function to fit the APCI stochastic mortality model.
fit_CBD_M3 A function to fit the Age-Period-Cohort (APC) stochastic mortality model.
fit_CBD_M5 A function to fit the stochastic mortality model "M5".
fit_CBD_M6 A function to fit the stochastic mortality model "M6".
fit_CBD_M7 A function to fit the stochastic mortality model "M7".
fit_CBD_M8 A function to fit the stochastic mortality model "M8".
fit_LC A function to fit the stochastic mortality model by Lee and Carter (1992).
fit_M1A A function to fit the stochastic mortality model M1A.
fit_M1M A function to fit the stochastic mortality model M1M.
fit_M1U A function to fit the stochastic mortality model M1U.
fit_M2A1 A function to fit the stochastic mortality model M2A1.
fit_M2A2 A function to fit the stochastic mortality model M2A2.
fit_M2Y1 A function to fit the stochastic mortality model M2Y1.
fit_M2Y2 A function to fit the stochastic mortality model M2Y2.
fit_MLiLee A function to fit the stochastic mortality model MLiLee.
fit_PLAT A function to fit the stochastic mortality model "PLAT".
fit_RH A function to fit the stochastic mortality model by Renshaw and Haberman (2006).
plot_deaths_fn A function to plot the fitted and forecast number of deaths, accompanied by credible intervals, from posterior samples generated for stochastic mortality models
plot_param_fn A function to plot the fitted parameters of stochastic mortality models, accompanied by credible intervals
plot_rates_fn A function to plot the fitted mortality rates, accompanied by credible intervals, from posterior samples generated for stochastic mortality models
predict_deaths_fn A function to compute the fitted and forecast number of deaths, accompanied by credible intervals, from posterior samples generated for stochastic mortality models
preparedata_fn A function to prepare mortality data with stratification (e.g. by product, sex/gender, country, cause of death etc.)
quantile_fn A function to calculate sample quantiles
runBayesMoFo A function to fit mortality models.
summary_fn A function to summarise the fitted mortality rates and parameters of stochastic mortality models
uk_deathscausedata Sample mortality data stratified by cause of death
uk_mortalitydata Sample mortality data