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 ORCID iD [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
Old sources: WH archive

Linking:

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