StMoMo (Stochastic Mortality Modelling) is an R package providing functions to specify and fit stochastic mortality models including the Lee-Carter models, the CBD model, the APC model and many other (possibly new) models. The package also includes tools for analysing the goodness of fit of the models and performing mortality projections and simulations.
An overview of the usage and facilities of StMoMo is described in the working paper Andrés M. Villegas, Pietro Millossovich, Vladimir K. Kaishev. “StMoMo: An R Package for Stochastic Mortality Modelling”
To install the stable version on R CRAN:
To install the latest development version:
This package is free and open source software, licensed under GPL (>= 2)
If you are interested in the package feel free to email [email protected] or track development at http://github.com/amvillegas/StMoMo