build_D_mat

Build Difference Matrix of Given Order

internal

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.

Guillaume Biessy

Enhanced Implementation of Whittaker-Henderson Smoothing

build_D_mat function

<dl><dt>n</dt>
<dd>Number of observations in the problem</dd>
<dt>q</dt>
<dd>Order of the penalization matrix</dd></dl>

Arguments

Build Difference Matrix of Given Order — build_D_mat

<dl>

<dt>n</dt>
<dd>Number of observations in the problem</dd>


<dt>q</dt>
<dd>Order of the penalization matrix</dd>

</dl>

build_D_mat: Build Difference Matrix of Given Order

Description

Usage

Value

Arguments