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28 changes: 28 additions & 0 deletions DESCRIPTION
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Package: WH
Type: Package
Title: Enhanced Implementation of Whittaker-Henderson Smoothing
Version: 1.0.3
Authors@R: person("Guillaume", "Biessy", email = "guillaume.biessy78@gmail.com",
role = c("aut", "cre"), comment = c(ORCID = "0000-0003-3756-7345"))
Description: An enhanced implementation of Whittaker-Henderson smoothing for the gradation
of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks.
'WH' is based on the methods described in Biessy (2023) <doi:10.48550/arXiv.2306.06932>.
Among other features, it generalizes the original smoothing algorithm to maximum likelihood estimation,
automatically selects the smoothing parameter(s) and extrapolates beyond the range of data.
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
URL: https://github.com/GuillaumeBiessy/WH
BugReports: https://github.com/GuillaumeBiessy/WH/issues
Depends: R (>= 4.2)
Imports: stats
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
RoxygenNote: 7.2.3
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2023-06-13 17:40:05 UTC; Guillaume BIESSY
Author: Guillaume Biessy [aut, cre] (<https://orcid.org/0000-0003-3756-7345>)
Maintainer: Guillaume Biessy <guillaume.biessy78@gmail.com>
Repository: CRAN
Date/Publication: 2023-06-14 08:32:20 UTC
52 changes: 52 additions & 0 deletions MD5
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1c97db9bcfd27417ffa8389999775663 *DESCRIPTION
cda3ab64b68876145fdd6d6032379c16 *NAMESPACE
e2693e137a7069f49ea543cb782ab69a *NEWS.md
6f005df720dee1e2788140dea3ac0d24 *R/WH-package.R
661cd6119c047cab925bf37bd9ca2e15 *R/main.R
4e3a90501d0387bdb1035ebaf7c5501c *R/tools.R
90cbe261c9ca614a2a18554cfc07b2b4 *README.md
7c8bfb9d72b020e0c68f9873f61961de *build/vignette.rds
43fa807f5c4aa6c8aa8b1301a594e70d *data/portfolio_LTC.rda
389c4d1f41c027674a25bf81c71fccf8 *data/portfolio_mort.rda
13e5b5217d0ca0ae468daab576cdd2db *inst/CITATION
d847721c40983fb15fdb62c0b9e141c8 *inst/doc/WH.R
b2438c9365b57f8dc207cffc3b229c80 *inst/doc/WH.Rmd
079c3f07a64175ceb26e3a4e3475977e *inst/doc/WH.html
2d7c65133d7934fd4a6f97fcdab7cc2e *man/WH-package.Rd
d442149a14024490020343be20420da0 *man/WH_1d.Rd
889d09be20652fdc6ffb4cc631ce0a5a *man/WH_1d_fixed_lambda.Rd
6cac4e003cf20fe118935116c371f8cb *man/WH_1d_outer.Rd
3ccec8ddf5f0423e803659ca4642ecef *man/WH_1d_perf.Rd
706093609571493a51dd2c9a4d95c12f *man/WH_2d.Rd
4ab1a2780f9ae7126464586d7d6577e7 *man/WH_2d_fixed_lambda.Rd
59cbf4c1489a31144a94c1bac0297795 *man/WH_2d_outer.Rd
4ab6d6eadc694865216157d2cd4d539e *man/WH_2d_perf.Rd
e718b63482111fbb469b0d7a6eb447ca *man/blockdiag.Rd
495e497b6cb6e4dd81b8377fa85a521f *man/build_D_mat.Rd
3797917646aa550a487c894ef5123562 *man/compute_res_deviance.Rd
f474d77fcdc426cc29ac5fe5475fbbbf *man/eigen_dec.Rd
eaef6ac0f3b6e7b13ffdf2e0af009a11 *man/figures/README-plot-1.png
c9ba1845c022a3033eb0181914837eac *man/figures/README-plot-2.png
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7e48b945d48d76c2c88dd6bedd6138d5 *man/figures/README-plot-5.png
0c196ca017663de0604926762c2e999a *man/figures/README-predict-1.png
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4e6e1418d443718c7de38fce6036de54 *man/get_diagnosis.Rd
d5e82535ed8b3fceab4cc7509b156a4b *man/map.Rd
c3ea0d729406c8ed3ddfd2694d8b46ae *man/map2.Rd
06f6848a69722cf63ab62ac3da08f89b *man/output_to_df.Rd
8a1b07ebc43dbc50a23939802275b475 *man/plot.WH_1d.Rd
bd29980fbd8d37f235cf65a15555308a *man/plot.WH_2d.Rd
283d764e69419d9dcba4233388ceea48 *man/portfolio_LTC.Rd
c2269a20aa5c5f6839e2a2cf9a355d04 *man/portfolio_mort.Rd
83455467c459d81b4cc7ed8952fe3a65 *man/predict.WH_1d.Rd
b82976558c28dc55d3cc2a4562b7faf9 *man/predict.WH_2d.Rd
9a98438678dfc5b9ee8d219f97e5515e *man/print.WH_1d.Rd
c4ed3089c4af14ec341cdcaa83e2841c *man/print.WH_2d.Rd
828d0a66030e7522cf399e9e2c90bca4 *tests/testthat.R
2e24e8df96029548c324f2efbbf747f2 *tests/testthat/test-1D.R
13e9caf046004d85a5806f34d3dc0e47 *tests/testthat/test-2D.R
b2438c9365b57f8dc207cffc3b229c80 *vignettes/WH.Rmd
ecfe2ac0176df273cadfa9e69fdb6815 *vignettes/Whittaker_Henderson_plots.R
5f5187a8555f27efd51e5cfc43d0a846 *vignettes/biblio.bib
11 changes: 11 additions & 0 deletions NAMESPACE
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# Generated by roxygen2: do not edit by hand

S3method(plot,WH_1d)
S3method(plot,WH_2d)
S3method(predict,WH_1d)
S3method(predict,WH_2d)
S3method(print,WH_1d)
S3method(print,WH_2d)
export(WH_1d)
export(WH_2d)
export(output_to_df)
19 changes: 19 additions & 0 deletions NEWS.md
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# WH 1.0.3

* Replaced backquotes by normal quotes in the description field of the DESCRIPTION file

# WH 1.0.2

* Updated the package description to link it to the paper whose methods are used in the package

# WH 1.0.1

* Fixed an issue in the author field of the DESCRIPTION file

# WH 1.0.0

* Official candidate for CRAN release

# WH 0.1.0

* Added a `NEWS.md` file to track changes to the package
51 changes: 51 additions & 0 deletions R/WH-package.R
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#' WH : Enhanced Implementation of Whittaker-Henderson Smoothing
#'
#' An enhanced implementation of Whittaker-Henderson smoothing for the gradation
#' of one-dimensional and two-dimensional actuarial tables used to quantify Life
#' Insurance risks. `WH` is based on the methods described in Biessy (2023)
#' <doi:10.48550/arXiv.2306.06932>. Among other features, it generalizes the
#' original smoothing algorithm to maximum likelihood estimation, automatically
#' selects the smoothing parameter(s) and extrapolates beyond the range of data.
#'
#' @docType package
#' @name WH-package
NULL

#' Agregated Mortality Dataset
#'
#' Agregated dataset built from a synthetic mortality portfolio
#'
#' @format A dataset containing the information from a simulated annuity
#' portfolio with 100,000 contributors over a 10-year observation period. The
#' dataset is supplied as a list with two components : \describe{\item{d}{A
#' vector containing the number of observed deaths for ages where at
#' least one death has been observed} \item{ec}{A vector containing the associated
#' central exposure in person-years for each age in d}}
"portfolio_mort"

#' Agregated Long-Term Care Dataset
#'
#' Agregated dataset built from a synthetic long-term care portfolio
#'
#' @format A dataset obtaining by agregating the information from a fictive
#' long-term care annuitant database with 5,000 annuitants over a 10-year
#' observation period. The dataset is supplied as a list with two components :
#' \describe{\item{exit}{A matrix containing the number of observed deaths for
#' each combination of age and duration in LTC where at least one death
#' has been observed} \item{expo}{A matrix containing the associated central
#' exposure in person-years for each combination of age and duration in LTC in d}}
"portfolio_LTC"

# Import----
# use_package("stats")

# Data----
# use_data_raw("portfolio_mort")
# use_data_raw("portfolio_LTC")

# Tests----
# use_test("1D")
# use_test("2D")

# Patchnotes----
# use_news_md()

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