Package: WH 2.0.0
WH: Enhanced Implementation of Whittaker-Henderson Smoothing
An enhanced implementation of Whittaker-Henderson smoothing for the graduation of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks. 'WH' is based on the methods described in Biessy (2025) <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.
Authors:
WH_2.0.0.tar.gz
WH_2.0.0.tar.gz(r-4.7-arm64)WH_2.0.0.tar.gz(r-4.7-x86_64)WH_2.0.0.tar.gz(r-4.6-arm64)WH_2.0.0.tar.gz(r-4.6-x86_64)
WH_2.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
WH/json (API)
NEWS
| # Install 'WH' in R: |
| install.packages('WH', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/guillaumebiessy/wh/issues
- portfolio_LTC - Aggregated Long-Term Care Dataset
- portfolio_mort - Aggregated Mortality Dataset
Last updated from:5b67866e16. Checks:6 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 143 | ||
| linux-devel-x86_64 | OK | 148 | ||
| source / vignettes | OK | 156 | ||
| linux-release-arm64 | OK | 166 | ||
| linux-release-x86_64 | OK | 141 | ||
| wasm-release | OK | 115 |
Exports:output_to_dfWH
Dependencies:Rcpp
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| WH : Enhanced Implementation of Whittaker-Henderson Smoothing | WH-package |
| Store WH model fit results in a data.frame | output_to_df |
| Plot 1D WH fit | plot.WH_1d |
| Plot 2D WH fit | plot.WH_2d |
| Aggregated Long-Term Care Dataset | portfolio_LTC |
| Aggregated Mortality Dataset | portfolio_mort |
| Predict new values using a fitted 1D WH model | predict.WH_1d |
| Predict new values using a fitted 2D WH model | predict.WH_2d |
| Display of 1D WH object | print.WH_1d |
| Display of 2D WH object | print.WH_2d |
| Compute variance-covariance matrix of fitted 1D WH model | vcov.WH_1d |
| Compute variance-covariance matrix of fitted 1D WH model | vcov.WH_2d |
| Whittaker-Henderson Smoothing | WH |
