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)
<10.1080> and the Cairns-Blake-Dowd (2006)
<10.1111> 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