/AffineMortality

Statistical analysis of affine mortality models. Implementation of univariate Kalman Filter based routines for the estimation, goodness of fit assessment and projection of affine mortality models

Primary LanguageRGNU General Public License v3.0GPL-3.0

AffineMortality

The AffineMortality R package (F. Ungolo et. al. (2023)) implements univariate Kalman Filter-based routines for the parameter estimation, projection and analysis of the goodness of fit of affine mortality models.

Key features of the package:

Installation

You can install the development version of AffineMortality from GitHub with:

# install.packages("devtools")
devtools::install_github("ungolof/AffineMortality")