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.