StanMoMo: Bayesian Mortality Modelling with 'Stan' (original) (raw)

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.

Version:	1.2.0
Depends:	R (≥ 3.5.0)
Imports:	loo, methods, RcppParallel, Rcpp (≥ 0.12.0), rstan (≥ 2.26.0), rstantools (≥ 2.0.0), tidyverse, dplyr, tibble, httr, bridgesampling, stats, utils, tidyselect, latex2exp, tidyr, ggplot2
LinkingTo:	BH (≥ 1.66.0), Rcpp (≥ 0.12.0), RcppEigen (≥ 0.3.3.3.0), rstan (≥ 2.26.0), StanHeaders (≥ 2.26.0), RcppParallel
Suggests:	knitr, rmarkdown, shinystan, Cairo
Published:	2023-09-23
DOI:	10.32614/CRAN.package.StanMoMo
Author:	Karim Barigou [aut, cre], Pierre-Olivier Goffard [aut]
Maintainer:	Karim Barigou
BugReports:	https://github.com/kabarigou/StanMoMo/issues
License:	GPL-3
URL:	https://github.com/kabarigou/StanMoMo
NeedsCompilation:	yes
SystemRequirements:	GNU make
Materials:	README, NEWS
In views:	ActuarialScience
CRAN checks:	StanMoMo results

Documentation:

Downloads:

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=StanMoMoto link to this page.