WH: Enhanced Implementation of Whittaker-Henderson Smoothing
An enhanced implementation of Whittaker-Henderson smoothing for the gradation of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks. 'WH' is based on the methods described in Biessy (2023) <doi:10.48550/arXiv.2306.06932>. Among other features, it generalizes the original smoothing algorithm to maximum likelihood estimation, automatically selects the smoothing parameter(s) and extrapolates beyond the range of data.
| Version: | 1.1.1 |
| Depends: | R (≥ 4.2) |
| Imports: | stats |
| Suggests: | knitr, rmarkdown, spelling, testthat (≥ 3.0.0) |
| Published: | 2024-04-10 |
| Author: | Guillaume Biessy 
[aut, cre, cph] |
| Maintainer: | Guillaume Biessy <guillaume.biessy78 at gmail.com> |
| BugReports: | https://github.com/GuillaumeBiessy/WH/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/GuillaumeBiessy/WH |
| NeedsCompilation: | no |
| Language: | en-US |
| Citation: | WH citation info |
| Materials: | README NEWS |
| In views: | ActuarialScience |
| CRAN checks: | WH results |
Documentation:
| Reference manual: | WH.pdf |
| Vignettes: |
Revisiting Whittaker-Henderson Smoothing |
Downloads:
| Package source: | WH_1.1.1.tar.gz |
| Windows binaries: | r-devel: WH_1.1.1.zip, r-release: WH_1.1.1.zip, r-oldrel: WH_1.1.1.zip |
| macOS binaries: | r-release (arm64): WH_1.1.1.tgz, r-oldrel (arm64): WH_1.1.1.tgz, r-release (x86_64): WH_1.1.1.tgz, r-oldrel (x86_64): WH_1.1.1.tgz |
| Old sources: | WH archive |
Linking:
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