Parametric Mortality Curve Fitting and Mortality Forecasting Tools

Provides tools for fitting parametric mortality curves. Implements multiple optimisation strategies to enhance robustness and stability of parameter estimation. Offers tools for forecasting mortality rates guided by mortality curves. For modelling details see: Tabeau (2001) , Renshaw and Haberman (2006) , Cairns et al. (2009) , Li and Lee (2005) .

demofit

demofit is an R package for fitting parametric mortality curves and forecasting mortality rates with stochastic models.

Features

• 14 parametric mortality curves (constrained and unconstrained parameterisations)
• 7 stochastic mortality forecasting models (LC, RH, APC, CBD, M6, M7, STAR)
• Lee–Carter model adjusted for sparse mortality data observed in irregular years
• Multiple optimisation methods for robust parameter estimation of mortality curves
• Ensemble point and interval mortality forecasting
• Multi-population mortality forecasting models (CFM, CAE)
• Unified interfaces through MC(), FCS(), and PFCS()
• S3 methods for obtaining fitting and forecasting results

Installation

install.packages("demofit")
remotes::install\_github("jackieli/demofit")

Documentation

See the package manual and the package vignette for full details.