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Package: StanMoMo 1.2.0

Karim Barigou

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.

Authors:Karim Barigou [aut, cre], Pierre-Olivier Goffard [aut]

StanMoMo_1.2.0.tar.gz
StanMoMo_1.2.0.zip(r-4.7-x86_64)StanMoMo_1.2.0.zip(r-4.7-arm64)StanMoMo_1.2.0.zip(r-4.6-x86_64)StanMoMo_1.2.0.zip(r-4.6-arm64)
StanMoMo_1.2.0.tar.gz(r-4.7-arm64)StanMoMo_1.2.0.tar.gz(r-4.7-x86_64)StanMoMo_1.2.0.tar.gz(r-4.6-arm64)StanMoMo_1.2.0.tar.gz(r-4.6-x86_64)
StanMoMo_1.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
StanMoMo/json (API)

# Install 'StanMoMo' in R:

install.packages('StanMoMo', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/kabarigou/stanmomo/issues

Uses libs:

onetbb– Parallelism library for C++
c++– GNU Standard C++ Library v3

Datasets:

FRMaleData - Deaths and Exposures Data of French Males

On CRAN:

onetbb cpp

3.18 score 15 scripts 320 downloads 17 exports 127 dependencies

Last updated from:01163f7dec. Checks:8 NOTE, 2 OK. Indexed: no.

Target	Result	Time
linux-devel-arm64	NOTE	419
linux-devel-x86_64	NOTE	534
source / vignettes	OK	741
linux-release-arm64	NOTE	424
linux-release-x86_64	NOTE	498
windows-devel-arm64	NOTE	486
windows-devel-x86_64	NOTE	670
windows-release-arm64	NOTE	540
windows-release-x86_64	NOTE	525
wasm-release	OK	245

Exports:apc_stan boxplot_post_dist cbd_stan compute_weights_BMA extract_map fit_mo_mo lc_stan m6_stan mortality_weights rh_stan sim_death_apc sim_death_cbd sim_death_lc sim_death_m6 sim_death_mix_cbd_rh sim_death_rh sim_mortality_data

Dependencies:abind askpass backports base64enc BH bit bit64 blob bridgesampling Brobdingnag broom bslib cachem callr cellranger checkmate cli clipr coda conflicted cpp11 crayon curl data.table DBI dbplyr desc digest distributional dplyr dtplyr evaluate farver fastmap fontawesome forcats fs gargle generics ggplot2 glue googledrive googlesheets4 gridExtra gtable haven highr hms htmltools httr ids inline isoband jquerylib jsonlite knitr labeling latex2exp lattice lifecycle loo lubridate magrittr Matrix matrixStats memoise mime modelr mvtnorm numDeriv openssl otel pillar pkgbuild pkgconfig posterior prettyunits processx progress ps purrr QuickJSR R6 ragg rappdirs RColorBrewer Rcpp RcppEigen RcppParallel readr readxl rematch rematch2 reprex rlang rmarkdown rstan rstantools rstudioapi rvest S7 sass scales selectr StanHeaders stringi stringr sys systemfonts tensorA textshaping tibble tidyr tidyselect tidyverse timechange tinytex tzdb utf8 uuid vctrs viridisLite vroom withr xfun xml2 yaml

Bayesian Model Averaging

Introduction | Bayesian model averaging via stacking and pseudo-BMA | Implementation | References

Rendered frombma.Rmdusingknitr::rmarkdown

Last update: 2023-09-23
Started: 2021-10-07

Bayesian Mortality Modeling

Introduction: Bayesian Lee-Carter with Stan | Bayesian Estimation | Forecasting | Other models

Rendered fromStanMoMo.Rmdusingknitr::rmarkdown

Last update: 2023-09-23
Started: 2021-10-07

Help page	Topics
The 'StanMoMo' package.	StanMoMo-package StanMoMo
Bayesian Age-Period-Cohort model with 'Stan'	apc_stan
Boxplot for the posterior distribution	boxplot_post_dist
Bayesian Cairns-Blake-Dowd (CBD) model with Stan	cbd_stan
Compute the model evidence/marginal likelihood via bridge sampling (or via the harmonic mean estimator if bridge sampling fails)	compute_weights_BMA
Function to get the a posterior means of the parameters based on a stanfit object	extract_map
Wrapper function to fit and forecast mortality models	fit_mo_mo
Deaths and Exposures Data of French Males	FRMaleData
Bayesian Lee-Carter with Stan	lc_stan
Bayesian M6 model with Stan	m6_stan
Model averaging/weighting via future-out stacking or pseudo-BMA weighting	mortality_weights
Bayesian Renshaw-Haberman model with Stan	rh_stan
Simulation of death counts from the Age-Period-Cohort mortality model	sim_death_apc
Simulation of death counts from the CBD model	sim_death_cbd
Simulation of death counts from the Lee-Carter mortality model	sim_death_lc
Simulation of death counts from the M6 model	sim_death_m6
Simulation of death counts from a hybrid model that averages the mortality rates from the cbd and rh models	sim_death_mix_cbd_rh
Simulation of death counts from the Renshaw-Haberman mortality model	sim_death_rh
Simulation of mortality data from various models	sim_mortality_data

Package: StanMoMo 1.2.0

StanMoMo: Bayesian Mortality Modelling with 'Stan'

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Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)