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: 1.0.0
Depends: R (≥ 3.5.0)
Imports: loo, methods, RcppParallel, Rcpp (≥ 0.12.0), rstan (≥ 2.18.1), rstantools (≥ 2.0.0), tidyverse, dplyr, tibble, httr, bridgesampling, stats, utils, tidyselect, latex2exp, tidyr, ggplot2, ggfan
LinkingTo: BH (≥ 1.66.0), Rcpp (≥ 0.12.0), RcppEigen (≥ 0.3.3.3.0), rstan (≥ 2.18.1), StanHeaders (≥ 2.18.0), RcppParallel
Suggests: knitr, rmarkdown, shinystan, Cairo
Published: 2021-10-07
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
CRAN checks: StanMoMo results

Documentation:

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

Downloads:

Package source: StanMoMo_1.0.0.tar.gz
Windows binaries: r-devel: StanMoMo_1.0.0.zip, r-release: StanMoMo_1.0.0.zip, r-oldrel: StanMoMo_1.0.0.zip
macOS binaries: r-release (arm64): StanMoMo_1.0.0.tgz, r-release (x86_64): StanMoMo_1.0.0.tgz, r-oldrel: StanMoMo_1.0.0.tgz

Linking:

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