genPoissonResBootSamples {StMoMo} | R Documentation |
Generate Poisson residual bootstrap sample
Description
Generate Poisson bootstrap samples using the procedure described in Renshaw and Haberman (2008)
Usage
genPoissonResBootSamples(devRes, dhat, nBoot)
Arguments
devRes |
Matrix of deviance residuals |
dhat |
Matrix of fitted deaths |
nBoot |
number of bootstrap samples to produce. |
Value
a list of length nBoot
of matrices with matching sampled
deaths
References
Renshaw, A. E., & Haberman, S. (2008). On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling. Insurance: Mathematics and Economics, 42(2), 797-816.
[Package StMoMo version 0.4.1 Index]