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WH: Enhanced Implementation of Whittaker-Henderson Smoothing

An enhanced implementation of Whittaker-Henderson smoothing for the gradation of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks. 'WH' is based on the methods described in Biessy (2023) <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.

Version: 1.1.1
Depends: R (≥ 4.2)
Imports: stats
Suggests: knitr, rmarkdown, spelling, testthat (≥ 3.0.0)
Published: 2024-04-10
Author: Guillaume Biessy ORCID iD [aut, cre, cph]
Maintainer: Guillaume Biessy <guillaume.biessy78 at gmail.com>
BugReports: https://github.com/GuillaumeBiessy/WH/issues
License: GPL (≥ 3)
URL: https://github.com/GuillaumeBiessy/WH
NeedsCompilation: no
Language: en-US
Citation: WH citation info
Materials: README NEWS
In views: ActuarialScience
CRAN checks: WH results

Documentation:

Reference manual: WH.pdf
Vignettes: Revisiting Whittaker-Henderson Smoothing

Downloads:

Package source: WH_1.1.1.tar.gz
Windows binaries: r-devel: WH_1.1.1.zip, r-release: WH_1.1.1.zip, r-oldrel: WH_1.1.1.zip
macOS binaries: r-release (arm64): WH_1.1.1.tgz, r-oldrel (arm64): WH_1.1.1.tgz, r-release (x86_64): WH_1.1.1.tgz, r-oldrel (x86_64): WH_1.1.1.tgz
Old sources: WH archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=WH 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.
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