StanMoMo-package {StanMoMo}

The 'StanMoMo' package.

Description

The StanMoMo package performs Bayesian Mortality Modeling with Stan for a variety of popular mortality models. The current package supports the Lee-Carter model, the Renshaw-Haberman model, the Age-Period-Cohort model, the Cairns-Blake-Dowd model and the M6 model. 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.

References

Stan Development Team (2020). RStan: the R interface to Stan. R package version 2.19.3. https://mc-stan.org