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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 |
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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 | ||
322acdd22207c3b58d5b964ada6026d3 *man/figures/README-plot-3.png | ||
a97393938e4803c65f958748c3d3b49a *man/figures/README-plot-4.png | ||
7e48b945d48d76c2c88dd6bedd6138d5 *man/figures/README-plot-5.png | ||
0c196ca017663de0604926762c2e999a *man/figures/README-predict-1.png | ||
04fe2b0f7cfaa7d6f7d4d4a27a424c3f *man/figures/README-predict-2.png | ||
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 |
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# Generated by roxygen2: do not edit by hand | ||
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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) |
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# WH 1.0.3 | ||
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* Replaced backquotes by normal quotes in the description field of the DESCRIPTION file | ||
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# WH 1.0.2 | ||
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* Updated the package description to link it to the paper whose methods are used in the package | ||
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# WH 1.0.1 | ||
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* Fixed an issue in the author field of the DESCRIPTION file | ||
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# WH 1.0.0 | ||
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* Official candidate for CRAN release | ||
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# WH 0.1.0 | ||
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* Added a `NEWS.md` file to track changes to the package |
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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 | ||
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#' 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" | ||
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#' 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" | ||
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# Import---- | ||
# use_package("stats") | ||
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# Data---- | ||
# use_data_raw("portfolio_mort") | ||
# use_data_raw("portfolio_LTC") | ||
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# Tests---- | ||
# use_test("1D") | ||
# use_test("2D") | ||
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# Patchnotes---- | ||
# use_news_md() |
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