Bayesian Mortality Modelling with 'Stan'

Implementation of popular mortality models using the 'rstan' package, which provides the R interface to the 'Stan' C++ library for Bayesian estimation. The package supports well-known models proposed in the actuarial and demographic literature including the Lee-Carter (1992) and the Cairns-Blake-Dowd (2006) models. 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.


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install.packages("StanMoMo")

1.0.0 by Karim Barigou, 14 days ago


https://github.com/kabarigou/StanMoMo


Report a bug at https://github.com/kabarigou/StanMoMo/issues


Browse source code at https://github.com/cran/StanMoMo


Authors: Karim Barigou [aut, cre] , Pierre-Olivier Goffard [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports loo, methods, RcppParallel, Rcpp, rstan, rstantools, tidyverse, dplyr, tibble, httr, bridgesampling, stats, utils, tidyselect, latex2exp, tidyr, ggplot2, ggfan

Suggests knitr, rmarkdown, shinystan, Cairo

Linking to BH, Rcpp, RcppEigen, rstan, StanHeaders, RcppParallel

System requirements: GNU make


See at CRAN