The AffineMortality R package (F. Ungolo et. al. (2023)) implements univariate Kalman Filter-based routines for the parameter estimation, projection and analysis of the goodness of fit of affine mortality models.
Key features of the package:
You can install the development version of AffineMortality from GitHub with:
# install.packages("devtools")
devtools::install_github("ungolof/AffineMortality")