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Contains R code and sample mortality database files for analyzing mortality rates and improvements with Gaussian Processes. This code is a companion to the "Gaussian Process Models for Mortality Rates and Improvement Factors" by Ludkovski, Risk and Zail (to appear).
Description of files:
cdcMale.csv: Mortality rates for males taken from the CDC.
hmd.csv: Mortality rates for males taken from HMD.
mortNotebook-LRZ.Rmd: R code and notebook file.
mortNotebook-LRZ.nb.html: Compiled notebook in .html.
mortNotebook-LRZ.pdf: Compiled notebook in .pdf.
About
Code for analyzing mortality rates and improvements using Gaussian Processes. Companion to "Gaussian Process Models for Mortality Rates and Improvement Factors" (to appear).