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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: | 1.1.2 |
Depends: | R (≥ 4.2) |
Imports: | stats |
Suggests: | knitr, rmarkdown, spelling, testthat (≥ 3.0.0) |
Published: | 2024-08-29 |
DOI: | 10.32614/CRAN.package.WH |
Author: | Guillaume Biessy [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 |
Reference manual: | WH.pdf |
Vignettes: |
Revisiting Whittaker-Henderson Smoothing (source, R code) |
Package source: | WH_1.1.2.tar.gz |
Windows binaries: | r-devel: WH_1.1.2.zip, r-release: WH_1.1.2.zip, r-oldrel: WH_1.1.2.zip |
macOS binaries: | r-release (arm64): WH_1.1.2.tgz, r-oldrel (arm64): WH_1.1.2.tgz, r-release (x86_64): WH_1.1.2.tgz, r-oldrel (x86_64): WH_1.1.2.tgz |
Old sources: | WH archive |
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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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