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StanMoMo: Bayesian Mortality Modelling with 'Stan'

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 ORCID iD [aut, cre], Pierre-Olivier Goffard ORCID iD [aut]
Maintainer: Karim Barigou <karim290492 at gmail.com>
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:

Reference manual: StanMoMo.pdf
Vignettes: Bayesian Mortality Modeling
Bayesian Model Averaging

Downloads:

Package source: StanMoMo_1.2.0.tar.gz
Windows binaries: r-devel: StanMoMo_1.2.0.zip, r-release: StanMoMo_1.2.0.zip, r-oldrel: StanMoMo_1.2.0.zip
macOS binaries: r-release (arm64): StanMoMo_1.2.0.tgz, r-oldrel (arm64): StanMoMo_1.2.0.tgz, r-release (x86_64): StanMoMo_1.2.0.tgz, r-oldrel (x86_64): StanMoMo_1.2.0.tgz
Old sources: StanMoMo archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=StanMoMo to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.